-59.7%
FICO vs A
+16.3%
-75.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -0.8% | +0.8% | -1.6% | -1.1% |
| 3M | -31.3% | +16.9% | -48.2% | -34.0% |
| 6M | -33.9% | +53.8% | -87.7% | -41.0% |
| YTD | -57.6% | +28.1% | -85.7% | -59.2% |
| 1Y | -59.7% | +15.0% | -74.7% | -59.0% |
| All | -59.7% | +16.3% | -75.9% | -59.0% |
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