-57.9%
FICO vs FGI
+46.9%
-104.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.9% | -7.0% | +6.0% | -0.8% |
| 30D | +3.3% | -4.2% | +7.6% | +3.4% |
| 3M | -31.7% | +55.6% | -87.3% | -33.4% |
| 6M | -34.0% | -3.2% | -30.8% | -35.3% |
| YTD | -58.3% | +29.1% | -87.4% | -58.4% |
| 1Y | -57.9% | +51.0% | -108.9% | -59.5% |
| All | -57.9% | +46.9% | -104.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling