+18.1%
EWZ vs FICO
-24.0%
+42.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -26.1% | +1.7% | -27.9% | -25.7% |
| 3M | -12.0% | -35.2% | +23.1% | -10.5% |
| 6M | -19.3% | -33.7% | +14.4% | -18.4% |
| YTD | +0.9% | -58.2% | +59.1% | +5.2% |
| 1Y | +3.4% | -56.6% | +60.0% | +7.3% |
| All | +18.1% | -24.0% | +42.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling