+531.6%
FICO vs A
+328.7%
+202.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.1% |
| 7D | -0.1% | +4.8% | -4.8% | -2.6% |
| 30D | +8.4% | +5.6% | +2.8% | +4.8% |
| 3M | -30.5% | +23.6% | -54.1% | -38.8% |
| 6M | -35.7% | +56.4% | -92.1% | -51.1% |
| YTD | -57.2% | +33.4% | -90.6% | -64.6% |
| 1Y | -58.4% | +23.7% | -82.1% | -64.1% |
| 3Y | -24.8% | +71.0% | -95.8% | -49.7% |
| 5Y | +79.3% | +16.8% | +62.4% | +50.0% |
| 10Y | +531.6% | +323.8% | +207.9% | +156.5% |
| All | +531.6% | +328.7% | +202.9% | +156.5% |
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