+101.7%
FICO vs COMP
-31.2%
+132.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.8% |
| 7D | -19.2% | +1.4% | -20.6% | -19.4% |
| 30D | -14.6% | -13.3% | -1.3% | -12.8% |
| 3M | -20.1% | +41.1% | -61.2% | -24.4% |
| 6M | -36.3% | +17.2% | -53.5% | -38.8% |
| YTD | -44.9% | +5.2% | -50.1% | -46.3% |
| 1Y | -38.6% | +18.9% | -57.6% | -41.7% |
| 3Y | +4.0% | +215.9% | -211.9% | -20.8% |
| All | +101.7% | -31.2% | +132.8% | +67.8% |
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