+304.8%
CSCO vs FICO
+512.2%
-207.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | -0.9% | -9.3% | -10.1% |
| 30D | -20.1% | +3.3% | -23.4% | -21.3% |
| 3M | -22.4% | -31.7% | +9.4% | -18.3% |
| 6M | +2.8% | -34.0% | +36.8% | +7.2% |
| YTD | +23.6% | -58.3% | +81.9% | +42.8% |
| 1Y | +34.0% | -57.9% | +92.0% | +54.0% |
| 3Y | +89.3% | -24.1% | +113.3% | +71.0% |
| 5Y | +87.9% | +85.3% | +2.5% | +18.2% |
| All | +304.8% | +512.2% | -207.4% | +39.1% |
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 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