+62.7%
EWZ vs FICO
+81.8%
-19.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +1.9% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -25.0% | +1.7% | -26.6% | -24.7% |
| 3M | -10.6% | -33.0% | +22.4% | -8.9% |
| 6M | -16.6% | -33.9% | +17.3% | -15.3% |
| YTD | +2.5% | -58.5% | +61.0% | +7.2% |
| 1Y | +8.1% | -56.4% | +64.4% | +12.6% |
| 3Y | +20.4% | -24.7% | +45.1% | +19.1% |
| 5Y | +62.7% | +83.1% | -20.4% | +46.2% |
| All | +62.7% | +81.8% | -19.1% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling