+92.9%
FICO vs ACWI
+61.3%
+31.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.4% |
| 7D | +4.0% | -0.7% | +4.6% | +4.5% |
| 30D | -1.5% | -2.0% | +0.5% | +0.1% |
| 3M | -29.8% | -2.2% | -27.6% | -28.5% |
| 6M | -33.3% | +1.9% | -35.1% | -35.7% |
| YTD | -56.9% | +12.0% | -68.9% | -63.1% |
| 1Y | -59.5% | +12.5% | -72.0% | -65.5% |
| 3Y | -26.9% | +75.4% | -102.3% | -64.3% |
| 5Y | +92.9% | +61.5% | +31.4% | -0.7% |
| All | +92.9% | +61.3% | +31.6% | -0.7% |
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