-38.6%
FICO vs GEN
+5.4%
-44.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -15.4% |
| 7D | -19.2% | -1.2% | -18.0% | -18.4% |
| 30D | -14.6% | +10.1% | -24.7% | -18.9% |
| 3M | -20.1% | +16.1% | -36.2% | -26.5% |
| 6M | -36.3% | +38.9% | -75.2% | -47.4% |
| YTD | -44.9% | +14.4% | -59.3% | -49.0% |
| 1Y | -38.6% | +5.9% | -44.5% | -42.1% |
| All | -38.6% | +5.4% | -44.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling