+4.4%
FICO vs COMP
+215.9%
-211.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.7% |
| 7D | -19.2% | +1.4% | -20.6% | -19.3% |
| 30D | -14.6% | -13.3% | -1.3% | -13.2% |
| 3M | -20.1% | +41.1% | -61.2% | -23.2% |
| 6M | -36.3% | +17.2% | -53.5% | -38.0% |
| YTD | -44.9% | +5.2% | -50.1% | -45.8% |
| 1Y | -38.6% | +18.9% | -57.6% | -40.7% |
| All | +4.4% | +215.9% | -211.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling