+4.4%
FICO vs GEN
+58.9%
-54.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -15.7% |
| 7D | -19.2% | -1.2% | -18.0% | -18.6% |
| 30D | -14.6% | +10.1% | -24.7% | -18.1% |
| 3M | -20.1% | +16.1% | -36.2% | -25.4% |
| 6M | -36.3% | +38.9% | -75.2% | -45.5% |
| YTD | -44.9% | +14.4% | -59.3% | -49.0% |
| 1Y | -38.6% | +5.9% | -44.5% | -41.6% |
| All | +4.4% | +58.9% | -54.5% | -15.8% |
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