+104,095.6%
FICO vs GEN
+8,838.9%
+95,256.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.5% | -16.4% |
| 7D | -19.2% | -1.2% | -18.0% | -19.0% |
| 30D | -14.6% | +10.1% | -24.7% | -15.8% |
| 3M | -20.1% | +16.1% | -36.2% | -21.8% |
| 6M | -36.3% | +38.9% | -75.2% | -39.4% |
| YTD | -44.9% | +14.4% | -59.3% | -46.0% |
| 1Y | -38.6% | +5.9% | -44.5% | -39.2% |
| 3Y | +4.0% | +58.8% | -54.8% | -3.1% |
| 5Y | +99.5% | +24.7% | +74.9% | +90.7% |
| 10Y | +604.7% | +163.1% | +441.6% | +497.7% |
| All | +104,095.6% | +8,838.9% | +95,256.7% | +80,761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling