-28.0%
FICO vs RUN
-2.6%
-25.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -0.4% |
| 7D | +4.0% | +3.2% | +0.8% | +3.8% |
| 30D | -1.5% | +19.5% | -21.0% | -2.1% |
| 3M | -29.8% | -9.6% | -20.2% | -29.7% |
| 6M | -33.3% | -37.3% | +4.1% | -32.6% |
| YTD | -56.9% | -50.7% | -6.2% | -56.3% |
| 1Y | -59.5% | -54.1% | -5.4% | -58.8% |
| All | -28.0% | -2.6% | -25.4% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling