-36.3%
FICO vs Q
+1.4%
-37.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.3% |
| 7D | -19.2% | +0.2% | -19.4% | -19.1% |
| 30D | -14.6% | -11.1% | -3.5% | -16.5% |
| 3M | -20.1% | -22.1% | +2.0% | -22.0% |
| 6M | -36.3% | +0.5% | -36.8% | -38.9% |
| All | -36.3% | +1.4% | -37.7% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling