+4.3%
EWZ vs FICO
-58.2%
+62.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.5% | -0.9% | -0.5% | -1.4% |
| 30D | -24.5% | +3.3% | -27.9% | -23.7% |
| 3M | -10.7% | -31.7% | +21.0% | -10.6% |
| 6M | -19.1% | -34.0% | +14.9% | -19.3% |
| YTD | +1.6% | -58.3% | +59.9% | +2.0% |
| 1Y | +4.3% | -57.9% | +62.2% | +4.5% |
| All | +4.3% | -58.2% | +62.5% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling