+86.1%
FICO vs ACWI
+55.1%
+31.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +4.8% |
| 7D | -0.3% | -4.0% | +3.8% | +3.7% |
| 30D | +1.7% | -5.8% | +7.5% | +7.7% |
| 3M | -35.2% | -5.0% | -30.2% | -31.9% |
| 6M | -33.7% | +0.7% | -34.4% | -35.6% |
| YTD | -58.2% | +8.4% | -66.6% | -62.9% |
| 1Y | -56.6% | +10.1% | -66.7% | -62.3% |
| 3Y | -24.0% | +70.8% | -94.7% | -61.9% |
| 5Y | +86.1% | +55.4% | +30.7% | +1.0% |
| All | +86.1% | +55.1% | +31.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling