+352.7%
FERG vs FICO
+647.8%
-295.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.2% |
| 7D | +0.9% | -10.6% | +11.5% | +2.3% |
| 30D | -15.1% | -6.3% | -8.7% | -14.6% |
| 3M | -4.8% | -19.7% | +14.9% | -2.6% |
| 6M | -2.5% | -31.8% | +29.3% | +1.8% |
| YTD | +1.8% | -41.8% | +43.7% | +9.2% |
| 1Y | -0.3% | -36.4% | +36.1% | +4.4% |
| 3Y | +52.9% | +9.3% | +43.6% | +42.1% |
| 5Y | +69.3% | +113.0% | -43.7% | +38.0% |
| 10Y | +352.7% | +665.4% | -312.7% | +225.8% |
| All | +352.7% | +647.8% | -295.1% | +225.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling