+4,188.2%
FICO vs ACWI
+356.8%
+3,831.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.6% |
| 7D | -19.2% | +0.5% | -19.7% | -19.6% |
| 30D | -14.6% | +0.9% | -15.5% | -15.4% |
| 3M | -20.1% | +2.4% | -22.5% | -23.2% |
| 6M | -36.3% | +12.4% | -48.7% | -45.5% |
| YTD | -44.9% | +15.2% | -60.0% | -54.2% |
| 1Y | -38.6% | +22.7% | -61.3% | -52.8% |
| 3Y | +4.0% | +75.8% | -71.8% | -47.9% |
| 5Y | +99.5% | +67.7% | +31.8% | +6.6% |
| 10Y | +604.7% | +229.0% | +375.7% | +83.1% |
| All | +4,188.2% | +356.8% | +3,831.4% | +685.2% |
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 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