+541.4%
FICO vs M
-7.1%
+548.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.2% | +7.0% | -4.8% | +1.2% |
| 30D | +0.1% | +8.9% | -8.8% | -1.2% |
| 3M | -35.2% | +4.5% | -39.7% | -35.8% |
| 6M | -32.4% | +36.2% | -68.6% | -35.7% |
| YTD | -57.4% | +15.1% | -72.5% | -58.7% |
| 1Y | -58.5% | +27.4% | -86.0% | -60.4% |
| 3Y | -28.9% | +160.1% | -189.0% | -40.8% |
| 5Y | +91.7% | -1.6% | +93.3% | +76.5% |
| All | +541.4% | -7.1% | +548.5% | +396.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling