+54,262.7%
FICO vs M
+396.5%
+53,866.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -17.2% |
| 7D | -19.2% | +4.7% | -23.9% | -20.1% |
| 30D | -14.6% | -9.6% | -4.9% | -12.9% |
| 3M | -20.1% | +0.9% | -20.9% | -20.7% |
| 6M | -36.3% | +22.3% | -58.6% | -39.5% |
| YTD | -44.9% | +6.5% | -51.4% | -46.3% |
| 1Y | -38.6% | +38.8% | -77.4% | -43.7% |
| 3Y | +4.0% | +115.9% | -111.9% | -18.0% |
| 5Y | +99.5% | +28.6% | +70.9% | +64.7% |
| 10Y | +604.7% | -2.5% | +607.2% | +411.3% |
| All | +54,262.7% | +396.5% | +53,866.2% | +24,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling