+1,163.5%
C vs FICO
+104,095.6%
-102,932.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +4.2% |
| 7D | +3.6% | -19.2% | +22.8% | +9.2% |
| 30D | +0.1% | -14.6% | +14.7% | +3.5% |
| 3M | +2.4% | -20.1% | +22.5% | +6.5% |
| 6M | +24.9% | -36.3% | +61.3% | +35.9% |
| YTD | +19.8% | -44.9% | +64.7% | +35.2% |
| 1Y | +44.9% | -38.6% | +83.5% | +56.8% |
| 3Y | +263.0% | +4.0% | +259.0% | +228.9% |
| 5Y | +129.5% | +99.5% | +30.0% | +67.6% |
| 10Y | +291.6% | +604.7% | -313.1% | +100.8% |
| All | +1,163.5% | +104,095.6% | -102,932.0% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling