+86.1%
FICO vs COMP
-28.0%
+114.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +2.1% |
| 7D | -0.3% | -1.8% | +1.6% | -0.2% |
| 30D | +1.7% | -0.8% | +2.5% | +1.5% |
| 3M | -35.2% | -28.1% | -7.1% | -32.1% |
| 6M | -33.7% | +27.0% | -60.7% | -36.9% |
| YTD | -58.2% | -12.8% | -45.4% | -58.2% |
| 1Y | -56.6% | +4.9% | -61.5% | -57.9% |
| 3Y | -24.0% | +321.0% | -345.0% | -45.0% |
| 5Y | +86.1% | -25.6% | +111.6% | +65.8% |
| All | +86.1% | -28.0% | +114.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling