+74.0%
FERG vs FICO
-19.7%
+93.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.7% | +8.5% | +11.0% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +18.1% | +8.4% | +9.7% | +16.9% |
| 3M | +1.6% | -30.5% | +32.1% | +4.3% |
| 6M | +8.5% | -35.7% | +44.2% | +11.4% |
| YTD | +18.6% | -57.2% | +75.7% | +30.1% |
| 1Y | +5.7% | -58.4% | +64.1% | +16.6% |
| 3Y | +74.0% | -24.8% | +98.8% | +55.5% |
| All | +74.0% | -19.7% | +93.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling