+74,726.4%
FAST vs FICO
+78,251.7%
-3,525.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +5.5% | +1.7% | +3.8% | +4.7% |
| 3M | +7.6% | -33.0% | +40.6% | +13.2% |
| 6M | +19.8% | -33.9% | +53.7% | +25.3% |
| YTD | +35.5% | -58.5% | +94.0% | +52.5% |
| 1Y | +31.6% | -56.4% | +88.0% | +46.6% |
| 3Y | +91.0% | -24.7% | +115.7% | +87.0% |
| 5Y | +105.1% | +83.1% | +22.0% | +67.1% |
| 10Y | +598.2% | +517.2% | +81.0% | +351.4% |
| All | +74,726.4% | +78,251.7% | -3,525.4% | +33,849.7% |
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