+76.9%
FICO vs GEN
+32.5%
+44.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | -0.9% | +2.3% | -3.2% | -1.9% |
| 30D | +3.3% | +33.1% | -29.7% | -7.8% |
| 3M | -31.7% | +6.5% | -38.2% | -33.8% |
| 6M | -34.0% | +53.8% | -87.8% | -44.8% |
| YTD | -58.3% | +11.2% | -69.6% | -60.8% |
| 1Y | -57.9% | +19.4% | -77.3% | -61.4% |
| 3Y | -24.1% | +81.0% | -105.1% | -38.4% |
| All | +76.9% | +32.5% | +44.5% | +52.8% |
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 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