+5,151.1%
FICO vs A
+535.2%
+4,615.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.8% |
| 7D | -0.3% | -5.2% | +4.9% | +1.3% |
| 30D | +1.7% | +1.4% | +0.3% | +1.0% |
| 3M | -35.2% | +21.9% | -57.1% | -39.4% |
| 6M | -33.7% | +46.7% | -80.3% | -41.8% |
| YTD | -58.2% | +27.2% | -85.3% | -61.8% |
| 1Y | -56.6% | +17.9% | -74.5% | -59.4% |
| 3Y | -24.0% | +61.1% | -85.1% | -36.5% |
| 5Y | +86.1% | +13.8% | +72.2% | +71.9% |
| 10Y | +522.8% | +318.8% | +204.0% | +304.0% |
| All | +5,151.1% | +535.2% | +4,615.9% | +2,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling