-57.9%
FICO vs ACWI
+10.2%
-68.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.4% | +1.4% | -0.8% |
| 30D | +3.3% | -5.2% | +8.5% | +3.9% |
| 3M | -31.7% | -4.8% | -26.9% | -31.3% |
| 6M | -34.0% | -1.3% | -32.7% | -33.9% |
| YTD | -58.3% | +8.4% | -66.7% | -60.8% |
| 1Y | -57.9% | +11.0% | -69.0% | -61.3% |
| All | -57.9% | +10.2% | -68.1% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling