+541.4%
FICO vs A
+302.9%
+238.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +0.1% | 0.0% | +0.1% | -0.4% |
| 3M | -35.2% | +16.7% | -51.9% | -41.1% |
| 6M | -32.4% | +54.8% | -87.2% | -48.4% |
| YTD | -57.4% | +28.8% | -86.2% | -64.1% |
| 1Y | -58.5% | +19.3% | -77.9% | -63.5% |
| 3Y | -28.9% | +65.5% | -94.4% | -51.7% |
| 5Y | +91.7% | +12.1% | +79.6% | +64.2% |
| All | +541.4% | +302.9% | +238.5% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling