+545.7%
FICO vs M
-3.0%
+548.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | +0.9% | +5.0% | -4.2% | 0.0% |
| 30D | +9.4% | +10.6% | -1.2% | +7.8% |
| 3M | -30.4% | +1.6% | -32.0% | -30.8% |
| 6M | -35.1% | +30.8% | -66.0% | -38.0% |
| YTD | -56.8% | +16.9% | -73.7% | -58.2% |
| 1Y | -58.4% | +26.3% | -84.7% | -60.2% |
| 3Y | -26.7% | +158.6% | -185.3% | -39.0% |
| 5Y | +88.0% | +2.1% | +85.9% | +72.3% |
| 10Y | +545.7% | -4.3% | +550.1% | +393.4% |
| All | +545.7% | -3.0% | +548.8% | +393.4% |
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