+499.7%
FICO vs COO
+41.2%
+458.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -0.9% | +4.7% | -5.7% | -3.7% |
| 30D | +3.3% | +13.9% | -10.6% | -4.0% |
| 3M | -31.7% | -14.9% | -16.8% | -26.2% |
| 6M | -34.0% | +2.0% | -36.0% | -35.9% |
| YTD | -58.3% | -23.9% | -34.4% | -52.2% |
| 1Y | -57.9% | -9.6% | -48.3% | -56.4% |
| 3Y | -24.1% | -25.4% | +1.4% | -18.4% |
| 5Y | +85.3% | -41.2% | +126.5% | +127.8% |
| All | +499.7% | +41.2% | +458.4% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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