+545.7%
FICO vs CAPR
-68.2%
+613.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.9% | +10.9% | +1.1% |
| 7D | +0.9% | +7.6% | -6.8% | +0.7% |
| 30D | +9.4% | +13.3% | -3.8% | +9.1% |
| 3M | -30.4% | +130.4% | -160.8% | -31.7% |
| 6M | -35.1% | -70.8% | +35.7% | -34.7% |
| YTD | -56.8% | -69.3% | +12.5% | -56.6% |
| 1Y | -58.4% | +59.5% | -117.9% | -61.3% |
| 3Y | -26.7% | +216.8% | -243.5% | -36.5% |
| 5Y | +88.0% | +152.7% | -64.7% | +60.8% |
| 10Y | +545.7% | -68.2% | +613.9% | +408.2% |
| All | +545.7% | -68.2% | +613.9% | +408.2% |
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