+499.7%
FICO vs P
+713.7%
-214.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | -0.9% | -23.8% | +22.9% | +4.6% |
| 30D | +3.3% | -36.6% | +40.0% | +12.8% |
| 3M | -31.7% | +10.9% | -42.6% | -36.0% |
| 6M | -34.0% | +30.0% | -64.0% | -42.6% |
| YTD | -58.3% | +44.4% | -102.7% | -65.3% |
| 1Y | -57.9% | +3.9% | -61.9% | -62.4% |
| 3Y | -24.1% | +176.6% | -200.6% | -54.7% |
| 5Y | +85.3% | +249.3% | -164.0% | -2.6% |
| All | +499.7% | +713.7% | -214.1% | +137.2% |
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