-58.8%
FICO vs A
+23.5%
-82.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.3% |
| 7D | -0.1% | +4.8% | -4.8% | -0.8% |
| 30D | +8.4% | +5.6% | +2.8% | +7.3% |
| 3M | -30.5% | +23.6% | -54.1% | -33.9% |
| 6M | -35.7% | +56.4% | -92.1% | -42.5% |
| YTD | -57.2% | +33.4% | -90.6% | -59.1% |
| All | -58.8% | +23.5% | -82.3% | -59.1% |
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