+716.0%
FICO vs P
+557.5%
+158.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -2.2% |
| 7D | +0.4% | -19.4% | +19.8% | +4.8% |
| 30D | +1.7% | -22.3% | +24.0% | +6.1% |
| 3M | -33.0% | +33.2% | -66.2% | -39.2% |
| 6M | -33.9% | +53.6% | -87.5% | -43.7% |
| YTD | -58.5% | +66.8% | -125.3% | -65.9% |
| 1Y | -56.4% | +17.5% | -73.9% | -61.4% |
| 3Y | -24.7% | +219.7% | -244.4% | -53.9% |
| 5Y | +83.1% | +307.8% | -224.7% | +0.2% |
| 10Y | +517.2% | +855.3% | -338.1% | +161.9% |
| All | +716.0% | +557.5% | +158.6% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling