+74.4%
FICO vs FRSH
-72.1%
+146.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +4.0% | -8.9% | +12.9% | +6.3% |
| 30D | -1.5% | -13.2% | +11.7% | +1.9% |
| 3M | -29.8% | +0.9% | -30.7% | -30.0% |
| 6M | -33.3% | +40.3% | -73.6% | -38.5% |
| YTD | -56.9% | -1.4% | -55.5% | -57.4% |
| 1Y | -59.5% | +3.8% | -63.2% | -60.4% |
| 3Y | -26.9% | -30.8% | +3.9% | -24.9% |
| 5Y | +92.9% | -68.5% | +161.5% | +87.0% |
| All | +74.4% | -72.1% | +146.5% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling