+159.6%
FANG vs FICO
+527.0%
-367.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +4.0% | +2.2% | +1.8% | +3.4% |
| 30D | -5.8% | +0.1% | -5.8% | -6.3% |
| 3M | -6.7% | -35.2% | +28.5% | +2.1% |
| 6M | -6.4% | -32.4% | +25.9% | -1.0% |
| YTD | +25.9% | -57.4% | +83.3% | +51.5% |
| 1Y | +31.1% | -58.5% | +89.7% | +58.8% |
| 3Y | +31.3% | -28.9% | +60.2% | +18.8% |
| 5Y | +108.3% | +91.7% | +16.6% | +8.5% |
| All | +159.6% | +527.0% | -367.4% | +1.5% |
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