+123.7%
FICO vs FGI
-70.4%
+194.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +7.5% | -24.2% | -16.7% |
| 7D | -19.2% | +0.5% | -19.7% | -19.2% |
| 30D | -14.6% | +65.4% | -80.0% | -15.4% |
| 3M | -20.1% | +23.5% | -43.6% | -20.8% |
| 6M | -36.3% | +60.5% | -96.9% | -36.8% |
| YTD | -44.9% | +30.0% | -74.9% | -45.2% |
| 1Y | -38.6% | +82.1% | -120.7% | -39.1% |
| 3Y | +4.0% | -4.4% | +8.4% | +4.3% |
| All | +123.7% | -70.4% | +194.0% | +125.3% |
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