+13,545.6%
COST vs FICO
+78,645.2%
-65,099.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +12.0% | +3.3% | +8.6% | +11.1% |
| 3M | +11.2% | -31.7% | +42.9% | +15.5% |
| 6M | +6.1% | -34.0% | +40.1% | +10.1% |
| YTD | +22.9% | -58.3% | +81.2% | +34.8% |
| 1Y | +14.7% | -57.9% | +72.7% | +25.6% |
| 3Y | +92.3% | -24.1% | +116.4% | +90.1% |
| 5Y | +116.6% | +85.3% | +31.3% | +86.6% |
| 10Y | +775.4% | +520.3% | +255.1% | +532.4% |
| All | +13,545.6% | +78,645.2% | -65,099.6% | +6,395.6% |
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 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