+2,028.3%
FICO vs FIVE
+868.1%
+1,160.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +5.1% | -21.8% | -17.9% |
| 7D | -19.2% | +4.3% | -23.4% | -20.2% |
| 30D | -14.6% | +12.5% | -27.1% | -17.3% |
| 3M | -20.1% | +31.2% | -51.3% | -25.7% |
| 6M | -36.3% | +14.4% | -50.7% | -39.4% |
| YTD | -44.9% | +33.9% | -78.7% | -49.7% |
| 1Y | -38.6% | +65.1% | -103.7% | -47.1% |
| 3Y | +4.0% | +49.0% | -45.0% | -14.2% |
| 5Y | +99.5% | +30.3% | +69.2% | +64.6% |
| 10Y | +604.7% | +481.1% | +123.6% | +293.3% |
| All | +2,028.3% | +868.1% | +1,160.2% | +958.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 all: compounded portfolio wealth divided by compounded FIVE 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…
all analysis · Full analysis span regression · 6 months rolling