-38.6%
FICO vs P
+32.0%
-70.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.4% | -18.1% | -16.6% |
| 7D | -19.2% | +6.5% | -25.7% | -19.0% |
| 30D | -14.6% | +18.8% | -33.4% | -14.0% |
| 3M | -20.1% | +26.7% | -46.8% | -18.8% |
| 6M | -36.3% | +62.2% | -98.5% | -36.8% |
| YTD | -44.9% | +48.5% | -93.4% | -45.0% |
| 1Y | -38.6% | +26.4% | -65.0% | -42.3% |
| All | -38.6% | +32.0% | -70.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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