+53.9%
F vs FICO
+99.8%
-45.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.1% | +4.7% |
| 7D | +5.3% | -19.2% | +24.5% | +9.4% |
| 30D | +4.6% | -14.6% | +19.2% | +7.3% |
| 3M | -3.7% | -20.1% | +16.4% | -0.5% |
| 6M | +16.8% | -36.3% | +53.1% | +25.7% |
| YTD | +15.3% | -44.9% | +60.2% | +28.1% |
| 1Y | +31.0% | -38.6% | +69.6% | +40.2% |
| 3Y | +45.4% | +4.0% | +41.5% | +22.3% |
| All | +53.9% | +99.8% | -45.9% | -0.9% |
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 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