+1,397.3%
FANG vs FICO
+2,030.7%
-633.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -16.7% | +14.8% | +3.3% |
| 7D | +0.8% | -19.2% | +20.0% | +7.0% |
| 30D | +7.6% | -14.6% | +22.2% | +11.9% |
| 3M | -1.3% | -20.1% | +18.8% | +3.3% |
| 6M | +14.7% | -36.3% | +51.0% | +26.8% |
| YTD | +34.8% | -44.9% | +79.6% | +55.7% |
| 1Y | +42.9% | -38.6% | +81.6% | +55.9% |
| 3Y | +43.8% | +4.0% | +39.8% | +18.0% |
| 5Y | +225.8% | +99.5% | +126.3% | +86.0% |
| 10Y | +171.9% | +604.7% | -432.8% | -15.1% |
| All | +1,397.3% | +2,030.7% | -633.4% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling