+545.7%
FICO vs COO
+38.3%
+507.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | +0.9% | +4.5% | -3.6% | -1.8% |
| 30D | +9.4% | +16.9% | -7.5% | +0.3% |
| 3M | -30.4% | -16.7% | -13.7% | -23.8% |
| 6M | -35.1% | +5.9% | -41.1% | -38.4% |
| YTD | -56.8% | -22.4% | -34.3% | -51.0% |
| 1Y | -58.4% | -10.1% | -48.3% | -56.8% |
| 3Y | -26.7% | -22.8% | -3.9% | -22.9% |
| 5Y | +88.0% | -41.4% | +129.4% | +132.4% |
| 10Y | +545.7% | +41.3% | +504.5% | +391.4% |
| All | +545.7% | +38.3% | +507.4% | +391.4% |
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