+1,239.1%
FANG vs FICO
+1,554.2%
-315.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -1.2% |
| 7D | -10.8% | -0.1% | -10.7% | -10.8% |
| 30D | -7.3% | +8.4% | -15.7% | -10.2% |
| 3M | -4.7% | -30.5% | +25.8% | +2.5% |
| 6M | -4.5% | -35.7% | +31.2% | +3.1% |
| YTD | +20.5% | -57.2% | +77.7% | +46.1% |
| 1Y | +27.0% | -58.4% | +85.4% | +55.0% |
| 3Y | +27.8% | -24.8% | +52.6% | +14.0% |
| 5Y | +94.0% | +79.3% | +14.8% | +7.9% |
| 10Y | +138.7% | +531.6% | -392.9% | -26.2% |
| All | +1,239.1% | +1,554.2% | -315.1% | +171.5% |
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 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