+602.8%
FICO vs RUN
+46.3%
+556.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | -15.4% | +10.2% | -25.6% | -16.5% |
| 30D | -10.4% | -9.6% | -0.8% | -9.3% |
| 3M | -22.7% | -31.5% | +8.8% | -19.5% |
| 6M | -36.8% | -18.7% | -18.1% | -36.4% |
| YTD | -44.8% | -49.9% | +5.1% | -41.8% |
| 1Y | -39.3% | -45.5% | +6.2% | -37.4% |
| 3Y | +3.7% | -34.1% | +37.8% | -14.2% |
| 5Y | +101.7% | -79.4% | +181.2% | +91.1% |
| 10Y | +602.8% | +48.9% | +553.8% | +284.6% |
| All | +602.8% | +46.3% | +556.4% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RUN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling