+424.2%
FERG vs FICO
+527.0%
-102.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +9.7% | +2.2% | +7.5% | +9.4% |
| 30D | +15.0% | +0.1% | +15.0% | +14.8% |
| 3M | +3.8% | -35.2% | +38.9% | +9.1% |
| 6M | +10.6% | -32.4% | +43.0% | +14.3% |
| YTD | +17.0% | -57.4% | +74.4% | +30.1% |
| 1Y | +7.1% | -58.5% | +65.6% | +19.6% |
| 3Y | +67.7% | -28.9% | +96.6% | +65.1% |
| 5Y | +76.4% | +91.7% | -15.3% | +45.1% |
| All | +424.2% | +527.0% | -102.8% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling