-57.9%
FICO vs M
+15.5%
-73.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.2% |
| 7D | -0.9% | -4.3% | +3.3% | -0.5% |
| 30D | +3.3% | +1.3% | +2.1% | +3.0% |
| 3M | -31.7% | -7.4% | -24.4% | -31.3% |
| 6M | -34.0% | +18.3% | -52.3% | -36.8% |
| YTD | -58.3% | +7.6% | -65.9% | -59.5% |
| 1Y | -57.9% | +17.4% | -75.3% | -60.1% |
| All | -57.9% | +15.5% | -73.4% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling