+84.4%
FICO vs FLR
+112.0%
-27.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | +5.4% | -3.2% | +1.5% |
| 30D | +0.1% | +2.8% | -2.8% | -0.5% |
| 3M | -35.2% | -6.4% | -28.8% | -34.7% |
| 6M | -32.4% | +8.8% | -41.1% | -34.2% |
| YTD | -57.4% | +23.6% | -81.0% | -60.1% |
| 1Y | -58.5% | +13.8% | -72.3% | -60.6% |
| 3Y | -28.9% | +36.5% | -65.3% | -39.1% |
| All | +84.4% | +112.0% | -27.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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