+499.7%
FICO vs ACWI
+219.0%
+280.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.4% | +1.4% | +1.7% |
| 30D | +3.3% | -5.2% | +8.5% | +9.6% |
| 3M | -31.7% | -4.8% | -26.9% | -27.9% |
| 6M | -34.0% | -1.3% | -32.7% | -34.4% |
| YTD | -58.3% | +8.4% | -66.7% | -63.7% |
| 1Y | -57.9% | +11.0% | -69.0% | -64.5% |
| 3Y | -24.1% | +70.6% | -94.6% | -64.4% |
| 5Y | +85.3% | +55.3% | +30.0% | -0.6% |
| All | +499.7% | +219.0% | +280.6% | +23.2% |
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