+531.6%
FICO vs ACWI
+226.8%
+304.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.8% |
| 30D | +8.4% | -2.8% | +11.2% | +11.7% |
| 3M | -30.5% | -3.2% | -27.3% | -28.1% |
| 6M | -35.7% | +1.3% | -37.0% | -38.1% |
| YTD | -57.2% | +11.2% | -68.4% | -63.9% |
| 1Y | -58.4% | +13.8% | -72.2% | -65.9% |
| 3Y | -24.8% | +76.2% | -101.0% | -66.2% |
| 5Y | +79.3% | +59.5% | +19.8% | -7.0% |
| 10Y | +531.6% | +222.2% | +309.4% | +23.0% |
| All | +531.6% | +226.8% | +304.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling