+602.8%
FICO vs M
-2.2%
+605.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -17.0% |
| 7D | -19.2% | +4.7% | -23.9% | -19.8% |
| 30D | -14.6% | -9.6% | -4.9% | -13.4% |
| 3M | -20.1% | +0.9% | -20.9% | -20.5% |
| 6M | -36.3% | +22.3% | -58.6% | -38.5% |
| YTD | -44.9% | +6.5% | -51.4% | -45.8% |
| 1Y | -38.6% | +38.8% | -77.4% | -42.0% |
| 3Y | +4.0% | +115.9% | -111.9% | -11.1% |
| 5Y | +99.5% | +28.6% | +70.9% | +77.2% |
| All | +602.8% | -2.2% | +605.0% | +427.9% |
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