-38.6%
FICO vs A
+21.7%
-60.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -16.8% |
| 7D | -19.2% | -1.9% | -17.2% | -18.8% |
| 30D | -14.6% | +6.9% | -21.5% | -15.9% |
| 3M | -20.1% | +9.2% | -29.3% | -21.8% |
| 6M | -36.3% | +25.7% | -62.0% | -39.8% |
| YTD | -44.9% | +11.5% | -56.4% | -45.6% |
| 1Y | -38.6% | +18.4% | -57.0% | -39.0% |
| All | -38.6% | +21.7% | -60.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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