+140.5%
FANG vs FICO
+535.6%
-395.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -7.4% | +0.9% | -8.3% | -7.6% |
| 30D | -7.3% | +9.4% | -16.8% | -10.2% |
| 3M | -10.0% | -30.4% | +20.4% | -3.6% |
| 6M | -4.6% | -35.1% | +30.5% | +2.3% |
| YTD | +20.5% | -56.8% | +77.3% | +44.4% |
| 1Y | +26.0% | -58.4% | +84.4% | +52.6% |
| 3Y | +26.0% | -26.7% | +52.7% | +12.8% |
| 5Y | +104.5% | +88.0% | +16.5% | +8.2% |
| 10Y | +140.5% | +545.7% | -405.2% | -8.8% |
| All | +140.5% | +535.6% | -395.0% | -8.8% |
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