+358.9%
FERG vs FICO
+609.9%
-250.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.4% | -15.4% | +18.8% | +5.7% |
| 30D | -11.5% | -10.4% | -1.1% | -10.4% |
| 3M | +1.3% | -22.7% | +24.0% | +4.3% |
| 6M | -1.0% | -36.8% | +35.8% | +4.7% |
| YTD | +3.2% | -44.8% | +48.0% | +11.6% |
| 1Y | -3.0% | -39.3% | +36.4% | +2.4% |
| 3Y | +55.0% | +3.7% | +51.3% | +45.3% |
| 5Y | +72.6% | +101.7% | -29.1% | +41.9% |
| All | +358.9% | +609.9% | -250.9% | +233.1% |
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