+502.1%
FICO vs P
+685.9%
-183.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.4% | +17.3% | +4.6% |
| 7D | -0.3% | -31.9% | +31.6% | +8.0% |
| 30D | +1.7% | -36.5% | +38.2% | +10.9% |
| 3M | -35.2% | +11.6% | -46.8% | -39.4% |
| 6M | -33.7% | +25.2% | -58.9% | -41.8% |
| YTD | -58.2% | +39.4% | -97.6% | -64.9% |
| 1Y | -56.6% | -3.7% | -52.9% | -60.4% |
| 3Y | -24.0% | +167.3% | -191.2% | -54.2% |
| 5Y | +86.1% | +237.3% | -151.3% | -1.4% |
| All | +502.1% | +685.9% | -183.8% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling