+548.6%
FAST vs FICO
+544.1%
+4.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +4.3% | +4.0% | +0.3% | +3.4% |
| 30D | +8.3% | -1.5% | +9.8% | +8.2% |
| 3M | +6.5% | -29.8% | +36.3% | +12.4% |
| 6M | +29.5% | -33.3% | +62.8% | +36.8% |
| YTD | +41.3% | -56.9% | +98.1% | +64.7% |
| 1Y | +37.4% | -59.5% | +96.8% | +62.8% |
| 3Y | +98.5% | -26.9% | +125.4% | +86.1% |
| 5Y | +111.1% | +92.9% | +18.2% | +38.2% |
| 10Y | +548.6% | +539.5% | +9.1% | +161.3% |
| All | +548.6% | +544.1% | +4.4% | +161.3% |
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