-0.8%
F vs FICO
-58.2%
+57.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | +2.6% | +3.3% | -0.7% | +2.4% |
| 3M | -8.8% | -31.7% | +22.9% | -7.7% |
| 6M | +4.6% | -34.0% | +38.6% | +6.8% |
| YTD | -1.9% | -58.3% | +56.4% | +6.2% |
| 1Y | -0.8% | -57.9% | +57.2% | +6.9% |
| All | -0.8% | -58.2% | +57.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling