+40.6%
FICO vs COMP
-52.0%
+92.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.1% | -2.0% |
| 7D | -0.9% | +13.4% | -14.4% | -3.0% |
| 30D | +3.3% | +11.1% | -7.8% | +1.3% |
| 3M | -31.7% | -18.8% | -12.9% | -29.9% |
| 6M | -34.0% | +10.5% | -44.5% | -35.6% |
| YTD | -58.3% | -3.4% | -54.9% | -59.1% |
| 1Y | -57.9% | +19.7% | -77.6% | -60.0% |
| 3Y | -24.1% | +381.6% | -405.7% | -45.6% |
| 5Y | +85.3% | -17.6% | +102.9% | +46.0% |
| All | +40.6% | -52.0% | +92.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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