-56.7%
FICO vs Q
+80.0%
-136.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | +0.1% |
| 7D | +4.0% | +6.6% | -2.6% | +4.9% |
| 30D | -1.5% | +2.7% | -4.2% | -0.7% |
| 3M | -29.8% | -8.4% | -21.4% | -29.9% |
| 6M | -33.3% | -17.3% | -15.9% | -33.3% |
| YTD | -56.9% | +55.3% | -112.2% | -58.5% |
| 1Y | -59.5% | +31.5% | -90.9% | -60.5% |
| All | -56.7% | +80.0% | -136.7% | -57.9% |
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