+84.4%
FICO vs A
+11.8%
+72.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +0.1% | 0.0% | +0.1% | -0.3% |
| 3M | -35.2% | +16.7% | -51.9% | -39.9% |
| 6M | -32.4% | +54.8% | -87.2% | -45.5% |
| YTD | -57.4% | +28.8% | -86.2% | -62.7% |
| 1Y | -58.5% | +19.3% | -77.9% | -62.3% |
| 3Y | -28.9% | +65.5% | -94.4% | -48.6% |
| All | +84.4% | +11.8% | +72.5% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling