+602.8%
FICO vs A
+247.9%
+354.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -17.0% |
| 7D | -19.2% | -1.9% | -17.2% | -18.4% |
| 30D | -14.6% | +6.9% | -21.5% | -17.7% |
| 3M | -20.1% | +9.2% | -29.3% | -24.2% |
| 6M | -36.3% | +25.7% | -62.0% | -45.0% |
| YTD | -44.9% | +11.5% | -56.4% | -49.1% |
| 1Y | -38.6% | +18.4% | -57.0% | -45.7% |
| 3Y | +4.0% | +26.6% | -22.6% | -16.2% |
| 5Y | +99.5% | -12.8% | +112.3% | +101.2% |
| All | +602.8% | +247.9% | +354.9% | +206.4% |
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