+29.9%
FICO vs PL
+16.0%
+13.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.1% | +11.0% | +1.7% |
| 7D | -0.3% | -20.5% | +20.3% | +1.4% |
| 30D | +1.7% | -38.8% | +40.5% | +5.4% |
| 3M | -35.2% | -49.1% | +13.9% | -32.0% |
| 6M | -33.7% | -69.4% | +35.7% | -28.2% |
| YTD | -58.2% | -42.3% | -15.8% | -58.2% |
| 1Y | -56.6% | -14.2% | -42.4% | -58.7% |
| 3Y | -24.0% | +398.7% | -422.7% | -44.6% |
| 5Y | +86.1% | +11.1% | +74.9% | +40.0% |
| All | +29.9% | +16.0% | +13.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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