+499.7%
FICO vs CAPR
-68.5%
+568.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | -0.9% | +41.1% | -42.0% | -1.5% |
| 30D | +3.3% | +11.1% | -7.8% | +3.1% |
| 3M | -31.7% | +115.3% | -147.0% | -32.9% |
| 6M | -34.0% | -73.8% | +39.9% | -33.4% |
| YTD | -58.3% | -68.8% | +10.5% | -58.2% |
| 1Y | -57.9% | +43.3% | -101.2% | -60.7% |
| 3Y | -24.1% | +214.7% | -238.7% | -34.2% |
| 5Y | +85.3% | +141.3% | -56.0% | +58.9% |
| All | +499.7% | -68.5% | +568.2% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling