+69.7%
FICO vs FGI
-70.3%
+140.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -11.6% | +11.3% | -0.2% |
| 30D | +1.7% | -3.3% | +5.0% | +1.7% |
| 3M | -35.2% | +65.6% | -100.8% | -35.9% |
| 6M | -33.7% | -2.8% | -30.9% | -34.3% |
| YTD | -58.2% | +30.1% | -88.3% | -58.5% |
| 1Y | -56.6% | +50.2% | -106.7% | -56.9% |
| 3Y | -24.0% | -0.4% | -23.5% | -23.8% |
| All | +69.7% | -70.3% | +140.1% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling