+177.5%
FANG vs FICO
+647.8%
-470.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.9% | 0.0% |
| 7D | -0.4% | -10.6% | +10.2% | +2.3% |
| 30D | +2.4% | -6.3% | +8.7% | +3.5% |
| 3M | +4.9% | -19.7% | +24.6% | +9.4% |
| 6M | +12.0% | -31.8% | +43.8% | +20.9% |
| YTD | +37.1% | -41.8% | +78.9% | +55.1% |
| 1Y | +52.3% | -36.4% | +88.7% | +64.0% |
| 3Y | +45.0% | +9.3% | +35.7% | +16.7% |
| 5Y | +231.0% | +113.0% | +118.0% | +82.4% |
| 10Y | +177.5% | +665.4% | -488.0% | -9.2% |
| All | +177.5% | +647.8% | -470.3% | -9.2% |
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