+434.6%
FERG vs FICO
+512.2%
-77.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.1% | -0.9% | -1.1% | -2.0% |
| 30D | +8.7% | +3.3% | +5.3% | +7.7% |
| 3M | -7.4% | -31.7% | +24.3% | -3.5% |
| 6M | -6.6% | -34.0% | +27.3% | -3.3% |
| YTD | +6.6% | -58.3% | +64.9% | +18.8% |
| 1Y | -3.6% | -57.9% | +54.4% | +7.2% |
| 3Y | +56.4% | -24.1% | +80.5% | +51.9% |
| 5Y | +67.5% | +85.3% | -17.8% | +38.7% |
| All | +434.6% | +512.2% | -77.6% | +297.3% |
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 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