+5,745.2%
FICO vs FLR
+482.5%
+5,262.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +3.3% | -9.1% | +12.5% | +5.4% |
| 3M | -31.7% | -4.7% | -27.1% | -31.7% |
| 6M | -34.0% | -14.2% | -19.7% | -33.4% |
| YTD | -58.3% | +17.3% | -75.6% | -61.7% |
| 1Y | -57.9% | +4.3% | -62.2% | -60.2% |
| 3Y | -24.1% | +30.7% | -54.8% | -36.3% |
| 5Y | +85.3% | +101.3% | -16.0% | +32.9% |
| 10Y | +520.3% | +12.4% | +507.9% | +301.9% |
| All | +5,745.2% | +482.5% | +5,262.7% | +2,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling