+602.8%
FICO vs P
+732.0%
-129.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.4% | -18.1% | -17.0% |
| 7D | -19.2% | +6.5% | -25.7% | -20.5% |
| 30D | -14.6% | +18.8% | -33.4% | -19.0% |
| 3M | -20.1% | +26.7% | -46.8% | -26.8% |
| 6M | -36.3% | +62.2% | -98.5% | -46.5% |
| YTD | -44.9% | +48.5% | -93.4% | -53.0% |
| 1Y | -38.6% | +26.4% | -65.0% | -46.8% |
| 3Y | +4.0% | +159.4% | -155.4% | -34.4% |
| 5Y | +99.5% | +275.8% | -176.3% | +6.0% |
| All | +602.8% | +732.0% | -129.2% | +183.2% |
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