-59.5%
FICO vs GEN
+18.5%
-78.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.2% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -1.5% | +31.2% | -32.7% | -14.1% |
| 3M | -29.8% | +6.1% | -35.9% | -31.4% |
| 6M | -33.3% | +38.1% | -71.4% | -44.5% |
| YTD | -56.9% | +14.4% | -71.3% | -59.5% |
| 1Y | -59.5% | +15.1% | -74.6% | -62.0% |
| All | -59.5% | +18.5% | -78.0% | -62.0% |
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