+123.1%
FICO vs FRSH
-70.6%
+193.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.7% | -12.0% | -15.5% |
| 7D | -19.2% | -8.2% | -11.0% | -17.3% |
| 30D | -14.6% | +10.5% | -25.1% | -16.4% |
| 3M | -20.1% | +32.7% | -52.8% | -25.1% |
| 6M | -36.3% | +50.3% | -86.6% | -42.1% |
| YTD | -44.9% | +3.9% | -48.8% | -46.0% |
| 1Y | -38.6% | -2.2% | -36.5% | -39.3% |
| 3Y | +4.0% | -42.9% | +46.9% | +10.8% |
| All | +123.1% | -70.6% | +193.6% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling