+1,394.3%
FERG vs FICO
+3,225.5%
-1,831.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.3% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +5.5% | +1.7% | +3.8% | +5.0% |
| 3M | -7.3% | -35.2% | +27.9% | -3.8% |
| 6M | -6.1% | -33.7% | +27.6% | -3.5% |
| YTD | +7.5% | -58.2% | +65.6% | +16.4% |
| 1Y | -3.9% | -56.6% | +52.7% | +3.5% |
| 3Y | +57.3% | -24.0% | +81.3% | +55.9% |
| 5Y | +68.9% | +86.1% | -17.2% | +51.3% |
| 10Y | +439.0% | +522.8% | -83.8% | +357.5% |
| All | +1,394.3% | +3,225.5% | -1,831.2% | +1,135.7% |
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