+76.9%
FICO vs RGEN
-35.1%
+112.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.6% |
| 30D | +3.3% | +3.7% | -0.4% | +2.0% |
| 3M | -31.7% | +8.8% | -40.5% | -33.9% |
| 6M | -34.0% | +38.0% | -71.9% | -40.2% |
| YTD | -58.3% | +5.9% | -64.2% | -59.9% |
| 1Y | -57.9% | +19.7% | -77.6% | -60.8% |
| 3Y | -24.1% | +20.5% | -44.6% | -33.5% |
| All | +76.9% | -35.1% | +112.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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