+13,701.4%
COST vs FICO
+78,963.7%
-65,262.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | +14.1% | +1.7% | +12.3% | +13.4% |
| 3M | +13.3% | -35.2% | +48.5% | +18.5% |
| 6M | +5.2% | -33.7% | +38.8% | +9.1% |
| YTD | +24.3% | -58.2% | +82.5% | +36.3% |
| 1Y | +14.6% | -56.6% | +71.2% | +24.9% |
| 3Y | +97.6% | -24.0% | +121.6% | +95.3% |
| 5Y | +119.1% | +86.1% | +33.0% | +88.6% |
| 10Y | +785.4% | +522.8% | +262.6% | +539.2% |
| All | +13,701.4% | +78,963.7% | -65,262.3% | +6,466.1% |
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