+615.0%
F vs FICO
+104,095.6%
-103,480.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.1% | +4.9% |
| 7D | +5.3% | -19.2% | +24.5% | +9.6% |
| 30D | +4.6% | -14.6% | +19.2% | +7.5% |
| 3M | -3.7% | -20.1% | +16.4% | -0.3% |
| 6M | +16.8% | -36.3% | +53.1% | +25.2% |
| YTD | +15.3% | -44.9% | +60.2% | +26.9% |
| 1Y | +31.0% | -38.6% | +69.6% | +39.8% |
| 3Y | +45.4% | +4.0% | +41.5% | +34.4% |
| 5Y | +54.7% | +99.5% | -44.9% | +22.1% |
| 10Y | +98.2% | +604.7% | -506.4% | +17.6% |
| All | +615.0% | +104,095.6% | -103,480.5% | +134.9% |
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 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