+86.1%
FICO vs CAPR
+126.3%
-40.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | -0.3% | +29.7% | -30.0% | -0.3% |
| 30D | +1.7% | +11.0% | -9.3% | +1.7% |
| 3M | -35.2% | +118.8% | -154.0% | -35.4% |
| 6M | -33.7% | -73.9% | +40.3% | -33.6% |
| YTD | -58.2% | -70.2% | +12.0% | -58.2% |
| 1Y | -56.6% | +38.3% | -94.8% | -57.2% |
| 3Y | -24.0% | +199.7% | -223.6% | -32.7% |
| 5Y | +86.1% | +130.6% | -44.5% | +60.7% |
| All | +86.1% | +126.3% | -40.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling