+52.3%
FANG vs FICO
-36.4%
+88.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.9% | +1.5% |
| 7D | -0.4% | -10.6% | +10.2% | -0.4% |
| 30D | +2.4% | -6.3% | +8.7% | +2.5% |
| 3M | +4.9% | -19.7% | +24.6% | +5.0% |
| 6M | +12.0% | -31.8% | +43.8% | +13.3% |
| YTD | +37.1% | -41.8% | +78.9% | +38.8% |
| 1Y | +52.3% | -36.4% | +88.7% | +54.6% |
| All | +52.3% | -36.4% | +88.6% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling