+76.9%
FICO vs A
+15.4%
+61.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -0.9% | -0.1% | -0.9% | -1.0% |
| 30D | +3.3% | +3.4% | 0.0% | +1.5% |
| 3M | -31.7% | +23.8% | -55.6% | -38.4% |
| 6M | -34.0% | +49.0% | -83.0% | -45.7% |
| YTD | -58.3% | +29.4% | -87.7% | -63.5% |
| 1Y | -57.9% | +19.4% | -77.3% | -61.7% |
| 3Y | -24.1% | +66.2% | -90.2% | -45.1% |
| All | +76.9% | +15.4% | +61.6% | +47.0% |
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 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