-23.8%
FICO vs GEN
+84.3%
-108.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -0.3% | +8.5% | -8.8% | -3.8% |
| 30D | +1.7% | +34.2% | -32.5% | -11.1% |
| 3M | -35.2% | +10.0% | -45.2% | -38.2% |
| 6M | -33.7% | +56.8% | -90.4% | -46.8% |
| YTD | -58.2% | +14.2% | -72.4% | -61.5% |
| 1Y | -56.6% | +20.8% | -77.4% | -60.9% |
| All | -23.8% | +84.3% | -108.0% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling