-23.8%
FICO vs P
+166.1%
-189.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.4% | +17.3% | +1.9% |
| 7D | -0.3% | -31.9% | +31.6% | +2.0% |
| 30D | +1.7% | -36.5% | +38.2% | +4.4% |
| 3M | -35.2% | +11.6% | -46.8% | -37.2% |
| 6M | -33.7% | +25.2% | -58.9% | -37.4% |
| YTD | -58.2% | +39.4% | -97.6% | -61.5% |
| 1Y | -56.6% | -3.7% | -52.9% | -58.1% |
| All | -23.8% | +166.1% | -189.8% | -38.4% |
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