-24.8%
FICO vs FRSH
-34.6%
+9.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +3.0% |
| 7D | -0.1% | -15.5% | +15.4% | +5.1% |
| 30D | +8.4% | -13.7% | +22.1% | +13.3% |
| 3M | -30.5% | +1.4% | -31.9% | -30.8% |
| 6M | -35.7% | +36.0% | -71.7% | -41.2% |
| YTD | -57.2% | -2.0% | -55.2% | -58.1% |
| 1Y | -58.4% | +7.3% | -65.7% | -60.1% |
| 3Y | -24.8% | -29.6% | +4.7% | -24.6% |
| All | -24.8% | -34.6% | +9.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling