+79.8%
F vs FICO
+512.2%
-432.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +2.6% | +3.3% | -0.7% | +1.1% |
| 3M | -8.8% | -31.7% | +22.9% | -2.5% |
| 6M | +4.6% | -34.0% | +38.6% | +11.3% |
| YTD | -1.9% | -58.3% | +56.4% | +16.9% |
| 1Y | -0.8% | -57.9% | +57.2% | +17.8% |
| 3Y | +43.5% | -24.1% | +67.5% | +30.4% |
| 5Y | -12.1% | +85.3% | -97.4% | -44.3% |
| All | +79.8% | +512.2% | -432.4% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling