+499.7%
FICO vs RUN
+102.4%
+397.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | +33.4% | -34.4% | -4.7% |
| 30D | +3.3% | +31.1% | -27.8% | -0.5% |
| 3M | -31.7% | +6.4% | -38.1% | -32.7% |
| 6M | -34.0% | -22.2% | -11.8% | -32.9% |
| YTD | -58.3% | -45.8% | -12.6% | -56.7% |
| 1Y | -57.9% | -51.1% | -6.8% | -55.9% |
| 3Y | -24.1% | -3.0% | -21.0% | -41.2% |
| 5Y | +85.3% | -82.2% | +167.5% | +82.1% |
| All | +499.7% | +102.4% | +397.2% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling