+123.3%
FICO vs FRSH
-72.0%
+195.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +1.3% |
| 7D | -15.4% | -10.1% | -5.3% | -13.1% |
| 30D | -10.4% | +2.2% | -12.6% | -10.6% |
| 3M | -22.7% | +28.6% | -51.3% | -27.0% |
| 6M | -36.8% | +40.2% | -77.0% | -41.6% |
| YTD | -44.8% | -1.2% | -43.6% | -45.3% |
| 1Y | -39.3% | -7.9% | -31.4% | -39.1% |
| 3Y | +3.7% | -44.7% | +48.5% | +11.5% |
| All | +123.3% | -72.0% | +195.3% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling