+39.9%
FICO vs COMP
-52.8%
+92.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -4.4% |
| 7D | +0.4% | +9.5% | -9.1% | -1.0% |
| 30D | +1.7% | +8.1% | -6.4% | +0.2% |
| 3M | -33.0% | -16.3% | -16.7% | -31.5% |
| 6M | -33.9% | +42.2% | -76.1% | -38.0% |
| YTD | -58.5% | -5.0% | -53.5% | -59.1% |
| 1Y | -56.4% | +20.1% | -76.4% | -58.5% |
| 3Y | -24.7% | +358.4% | -383.1% | -45.5% |
| 5Y | +83.1% | -21.9% | +105.0% | +45.2% |
| All | +39.9% | -52.8% | +92.7% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling