+353.6%
EWZ vs FICO
+5,022.0%
-4,668.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -25.0% | +1.7% | -26.6% | -25.3% |
| 3M | -10.6% | -33.0% | +22.4% | -1.4% |
| 6M | -16.6% | -33.9% | +17.3% | -9.5% |
| YTD | +2.5% | -58.5% | +61.0% | +26.9% |
| 1Y | +8.1% | -56.4% | +64.4% | +31.1% |
| 3Y | +20.4% | -24.7% | +45.1% | +10.7% |
| 5Y | +62.7% | +83.1% | -20.4% | -2.4% |
| 10Y | +52.6% | +517.2% | -464.6% | -44.7% |
| All | +353.6% | +5,022.0% | -4,668.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling