-58.2%
FICO vs Q
+66.4%
-124.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | +0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -0.8% |
| 30D | +3.3% | -9.8% | +13.1% | +2.6% |
| 3M | -31.7% | -12.2% | -19.5% | -32.3% |
| 6M | -34.0% | -21.6% | -12.4% | -34.8% |
| YTD | -58.3% | +43.6% | -101.9% | -60.3% |
| 1Y | -57.9% | +25.7% | -83.6% | -59.6% |
| All | -58.2% | +66.4% | -124.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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