+69.1%
FICO vs FGI
-70.6%
+139.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.9% | -7.0% | +6.0% | -0.9% |
| 30D | +3.3% | -4.2% | +7.6% | +3.4% |
| 3M | -31.7% | +55.6% | -87.3% | -32.4% |
| 6M | -34.0% | -3.2% | -30.8% | -34.6% |
| YTD | -58.3% | +29.1% | -87.4% | -58.6% |
| 1Y | -57.9% | +51.0% | -108.9% | -58.3% |
| 3Y | -24.1% | +1.5% | -25.6% | -23.9% |
| All | +69.1% | -70.6% | +139.6% | +70.2% |
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