+4.9%
FERG vs FICO
-58.5%
+63.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.7% | +8.5% | +11.2% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +18.1% | +8.4% | +9.7% | +18.0% |
| 3M | +1.6% | -30.5% | +32.1% | +1.5% |
| 6M | +8.5% | -35.7% | +44.2% | +8.1% |
| YTD | +18.6% | -57.2% | +75.7% | +26.6% |
| All | +4.9% | -58.5% | +63.4% | +12.5% |
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