+265.0%
C vs FICO
+4.8%
+260.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +1.9% |
| 7D | +3.6% | -19.2% | +22.8% | +6.4% |
| 30D | +0.1% | -14.6% | +14.7% | +1.8% |
| 3M | +2.4% | -20.1% | +22.5% | +4.1% |
| 6M | +24.9% | -36.3% | +61.3% | +31.7% |
| YTD | +19.8% | -44.9% | +64.7% | +29.7% |
| 1Y | +44.9% | -38.6% | +83.5% | +51.8% |
| All | +265.0% | +4.8% | +260.2% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling