-57.3%
FICO vs Q
+68.3%
-125.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | -0.1% |
| 7D | +2.2% | +1.2% | +1.1% | +2.4% |
| 30D | +0.1% | -2.7% | +2.8% | +0.2% |
| 3M | -35.2% | -16.9% | -18.2% | -36.0% |
| 6M | -32.4% | -26.9% | -5.5% | -32.8% |
| YTD | -57.4% | +45.2% | -102.6% | -59.4% |
| 1Y | -58.5% | +38.1% | -96.7% | -60.5% |
| All | -57.3% | +68.3% | -125.6% | -58.8% |
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