+760.6%
COST vs FICO
+544.1%
+216.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +3.9% | +4.0% | 0.0% | +3.2% |
| 30D | +13.5% | -1.5% | +15.0% | +13.5% |
| 3M | +15.3% | -29.8% | +45.1% | +21.0% |
| 6M | +9.2% | -33.3% | +42.4% | +14.7% |
| YTD | +26.9% | -56.9% | +83.8% | +44.6% |
| 1Y | +19.7% | -59.5% | +79.2% | +38.2% |
| 3Y | +96.0% | -26.9% | +122.9% | +88.5% |
| 5Y | +124.0% | +92.9% | +31.1% | +63.5% |
| 10Y | +760.6% | +539.5% | +221.1% | +313.6% |
| All | +760.6% | +544.1% | +216.5% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling