-36.3%
FICO vs FRSH
+46.6%
-82.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.7% | -12.0% | -13.8% |
| 7D | -19.2% | -8.2% | -11.0% | -14.7% |
| 30D | -14.6% | +10.5% | -25.1% | -18.5% |
| 3M | -20.1% | +32.7% | -52.8% | -31.1% |
| 6M | -36.3% | +50.3% | -86.6% | -51.7% |
| All | -36.3% | +46.6% | -82.9% | -51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling