+3.1%
FERG vs FICO
-57.1%
+60.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.7% |
| 7D | +7.7% | +0.4% | +7.3% | +7.7% |
| 30D | +11.5% | +1.7% | +9.8% | +11.4% |
| 3M | -2.4% | -33.0% | +30.7% | -2.4% |
| 6M | -4.0% | -33.9% | +29.9% | -4.5% |
| YTD | +13.4% | -58.5% | +71.9% | +21.2% |
| 1Y | +3.1% | -56.4% | +59.4% | +7.3% |
| All | +3.1% | -57.1% | +60.2% | +7.3% |
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 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