+32.8%
FAST vs FICO
-58.2%
+91.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +6.9% | +3.3% | +3.5% | +6.5% |
| 3M | +4.8% | -31.7% | +36.6% | +5.8% |
| 6M | +19.8% | -34.0% | +53.7% | +21.4% |
| YTD | +34.9% | -58.3% | +93.2% | +47.8% |
| 1Y | +32.8% | -57.9% | +90.7% | +45.5% |
| All | +32.8% | -58.2% | +91.0% | +45.5% |
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 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