-57.0%
FICO vs Q
+77.9%
-134.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.9% | -4.2% | +3.6% |
| 7D | -0.1% | +8.4% | -8.5% | +1.1% |
| 30D | +8.4% | -1.2% | +9.6% | +8.9% |
| 3M | -30.5% | -9.3% | -21.2% | -30.7% |
| 6M | -35.7% | -15.0% | -20.7% | -36.0% |
| YTD | -57.2% | +53.5% | -110.7% | -58.9% |
| 1Y | -58.4% | +35.9% | -94.3% | -59.8% |
| All | -57.0% | +77.9% | -134.9% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling