+11,743.1%
COST vs FICO
+104,095.6%
-92,352.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.6% | +1.3% |
| 7D | -3.1% | -19.2% | +16.0% | -0.5% |
| 30D | -2.8% | -14.6% | +11.8% | -1.0% |
| 3M | -5.7% | -20.1% | +14.4% | -3.4% |
| 6M | -8.8% | -36.3% | +27.6% | -4.3% |
| YTD | +6.7% | -44.9% | +51.5% | +13.9% |
| 1Y | -3.6% | -38.6% | +35.0% | +0.8% |
| 3Y | +75.1% | +4.0% | +71.1% | +67.5% |
| 5Y | +108.9% | +99.5% | +9.4% | +80.0% |
| 10Y | +586.2% | +604.7% | -18.5% | +391.3% |
| All | +11,743.1% | +104,095.6% | -92,352.5% | +5,387.1% |
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