-24.1%
FICO vs P
+175.5%
-199.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -0.9% | -23.8% | +22.9% | +0.6% |
| 30D | +3.3% | -36.6% | +40.0% | +6.2% |
| 3M | -31.7% | +10.9% | -42.6% | -33.7% |
| 6M | -34.0% | +30.0% | -64.0% | -37.9% |
| YTD | -58.3% | +44.4% | -102.7% | -61.8% |
| 1Y | -57.9% | +3.9% | -61.9% | -59.7% |
| 3Y | -24.1% | +176.6% | -200.6% | -38.8% |
| All | -24.1% | +175.5% | -199.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling