-16.6%
EWZ vs FICO
-33.3%
+16.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -23.7% |
| 3M | -10.6% | -33.0% | +22.4% | -9.8% |
| 6M | -16.6% | -33.9% | +17.3% | -18.6% |
| All | -16.6% | -33.3% | +16.7% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling