-56.4%
FICO vs A
+24.4%
-80.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +1.7% | +3.6% | -1.9% | +0.9% |
| 3M | -33.0% | +27.5% | -60.5% | -36.8% |
| 6M | -33.9% | +58.5% | -92.3% | -41.2% |
| YTD | -58.5% | +31.2% | -89.7% | -60.2% |
| 1Y | -56.4% | +22.2% | -78.5% | -56.6% |
| All | -56.4% | +24.4% | -80.7% | -56.6% |
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