-57.9%
FICO vs GEN
+17.5%
-75.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.8% |
| 7D | -0.9% | +2.3% | -3.2% | -2.1% |
| 30D | +3.3% | +33.1% | -29.7% | -10.8% |
| 3M | -31.7% | +6.5% | -38.2% | -33.7% |
| 6M | -34.0% | +53.8% | -87.8% | -49.8% |
| YTD | -58.3% | +11.2% | -69.6% | -60.0% |
| 1Y | -57.9% | +19.4% | -77.3% | -61.3% |
| All | -57.9% | +17.5% | -75.4% | -61.3% |
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