+79.3%
FICO vs GEN
+27.3%
+52.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +8.4% | +28.2% | -19.8% | -1.9% |
| 3M | -30.5% | +2.6% | -33.1% | -31.7% |
| 6M | -35.7% | +32.7% | -68.4% | -42.9% |
| YTD | -57.2% | +11.3% | -68.5% | -59.7% |
| 1Y | -58.4% | +17.9% | -76.4% | -61.6% |
| 3Y | -24.8% | +66.3% | -91.1% | -37.6% |
| 5Y | +79.3% | +31.7% | +47.6% | +54.0% |
| All | +79.3% | +27.3% | +52.0% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling