+135.2%
FICO vs FRSH
-72.4%
+207.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.7% |
| 7D | -10.6% | -9.6% | -1.0% | -8.2% |
| 30D | -6.3% | -0.4% | -5.9% | -6.0% |
| 3M | -19.7% | +27.2% | -46.9% | -24.0% |
| 6M | -31.8% | +42.2% | -74.0% | -37.1% |
| YTD | -41.8% | -2.6% | -39.2% | -42.2% |
| 1Y | -36.4% | -10.2% | -26.3% | -35.9% |
| 3Y | +9.3% | -45.5% | +54.8% | +17.9% |
| All | +135.2% | -72.4% | +207.7% | +132.0% |
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