+78,963.7%
FICO vs GEN
+8,824.3%
+70,139.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.3% | +8.5% | -8.8% | -1.5% |
| 30D | +1.7% | +34.2% | -32.5% | -2.9% |
| 3M | -35.2% | +10.0% | -45.2% | -36.3% |
| 6M | -33.7% | +56.8% | -90.4% | -38.3% |
| YTD | -58.2% | +14.2% | -72.4% | -59.1% |
| 1Y | -56.6% | +20.8% | -77.4% | -57.9% |
| 3Y | -24.0% | +84.1% | -108.0% | -30.8% |
| 5Y | +86.1% | +37.1% | +49.0% | +74.9% |
| 10Y | +522.8% | +171.5% | +351.3% | +424.6% |
| All | +78,963.7% | +8,824.3% | +70,139.4% | +61,044.4% |
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