+308.5%
CSCO vs FICO
+527.0%
-218.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.3% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | -15.8% | +0.1% | -15.9% | -16.3% |
| 3M | -15.4% | -35.2% | +19.8% | -9.6% |
| 6M | -5.4% | -32.4% | +27.0% | -1.7% |
| YTD | +26.5% | -57.4% | +83.9% | +45.4% |
| 1Y | +25.9% | -58.5% | +84.4% | +45.6% |
| 3Y | +97.5% | -28.9% | +126.4% | +83.0% |
| 5Y | +93.0% | +91.7% | +1.3% | +20.5% |
| All | +308.5% | +527.0% | -218.5% | +38.5% |
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