+27.8%
FANG vs FICO
-19.7%
+47.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.6% |
| 7D | -10.8% | -0.1% | -10.7% | -10.8% |
| 30D | -7.3% | +8.4% | -15.7% | -7.8% |
| 3M | -4.7% | -30.5% | +25.8% | -3.3% |
| 6M | -4.5% | -35.7% | +31.2% | -3.2% |
| YTD | +20.5% | -57.2% | +77.7% | +26.9% |
| 1Y | +27.0% | -58.4% | +85.4% | +34.0% |
| 3Y | +27.8% | -24.8% | +52.6% | +27.8% |
| All | +27.8% | -19.7% | +47.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling