+3,124.6%
FICO vs ACWI
+347.2%
+2,777.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -5.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.8% |
| 30D | +1.7% | -1.6% | +3.3% | +3.2% |
| 3M | -33.0% | -1.3% | -31.7% | -32.2% |
| 6M | -33.9% | +5.8% | -39.7% | -39.3% |
| YTD | -58.5% | +12.7% | -71.3% | -64.9% |
| 1Y | -56.4% | +15.0% | -71.4% | -63.9% |
| 3Y | -24.7% | +77.5% | -102.2% | -62.9% |
| 5Y | +83.1% | +61.9% | +21.3% | +1.5% |
| 10Y | +517.2% | +236.1% | +281.1% | +56.0% |
| All | +3,124.6% | +347.2% | +2,777.4% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling