+69,298.0%
FAST vs FICO
+104,095.6%
-34,797.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.4% | +3.8% |
| 7D | -0.4% | -19.2% | +18.8% | +3.2% |
| 30D | -0.8% | -14.6% | +13.8% | +1.5% |
| 3M | +5.8% | -20.1% | +25.8% | +8.9% |
| 6M | +8.0% | -36.3% | +44.3% | +14.6% |
| YTD | +25.6% | -44.9% | +70.5% | +36.5% |
| 1Y | +0.8% | -38.6% | +39.4% | +6.6% |
| 3Y | +86.1% | +4.0% | +82.1% | +74.4% |
| 5Y | +100.2% | +99.5% | +0.7% | +63.3% |
| 10Y | +494.2% | +604.7% | -110.5% | +280.3% |
| All | +69,298.0% | +104,095.6% | -34,797.5% | +30,298.3% |
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 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