+545.7%
FICO vs A
+312.5%
+233.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.6% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | +9.4% | +4.3% | +5.1% | +6.5% |
| 3M | -30.4% | +19.8% | -50.2% | -37.7% |
| 6M | -35.1% | +54.4% | -89.5% | -50.3% |
| YTD | -56.8% | +31.7% | -88.5% | -64.0% |
| 1Y | -58.4% | +22.4% | -80.8% | -63.9% |
| 3Y | -26.7% | +67.7% | -94.4% | -50.5% |
| 5Y | +88.0% | +15.7% | +72.3% | +58.0% |
| 10Y | +545.7% | +308.7% | +237.0% | +162.3% |
| All | +545.7% | +312.5% | +233.3% | +162.3% |
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