+1,348.4%
FERG vs FICO
+4,282.6%
-2,934.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -16.7% | +19.0% | +4.3% |
| 7D | 0.0% | -19.2% | +19.1% | +2.2% |
| 30D | -10.2% | -14.6% | +4.4% | -8.8% |
| 3M | -0.6% | -20.1% | +19.5% | +1.2% |
| 6M | -6.5% | -36.3% | +29.8% | -2.7% |
| YTD | +4.2% | -44.9% | +49.0% | +10.3% |
| 1Y | -2.3% | -38.6% | +36.4% | +1.6% |
| 3Y | +48.5% | +4.0% | +44.5% | +43.2% |
| 5Y | +72.0% | +99.5% | -27.5% | +52.7% |
| 10Y | +369.9% | +604.7% | -234.8% | +291.8% |
| All | +1,348.4% | +4,282.6% | -2,934.2% | +1,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling