+60.8%
EWZ vs FICO
+535.6%
-474.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +1.3% | +0.9% | +0.5% | +1.1% |
| 30D | -26.2% | +9.4% | -35.6% | -27.5% |
| 3M | -8.6% | -30.4% | +21.8% | -2.2% |
| 6M | -17.0% | -35.1% | +18.1% | -11.1% |
| YTD | +2.2% | -56.8% | +58.9% | +20.5% |
| 1Y | +2.7% | -58.4% | +61.1% | +22.3% |
| 3Y | +18.2% | -26.7% | +44.9% | +7.4% |
| 5Y | +56.0% | +88.0% | -32.0% | -12.3% |
| 10Y | +60.8% | +545.7% | -484.9% | -45.7% |
| All | +60.8% | +535.6% | -474.7% | -45.7% |
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