+91.0%
FICO vs RUN
-85.5%
+176.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -1.0% |
| 7D | +1.4% | -13.7% | +15.1% | +2.7% |
| 30D | -0.8% | +9.4% | -10.2% | -1.9% |
| 3M | -31.3% | -13.4% | -17.9% | -30.7% |
| 6M | -33.9% | -39.6% | +5.6% | -31.6% |
| YTD | -57.6% | -53.7% | -3.9% | -55.7% |
| 1Y | -59.7% | -56.2% | -3.5% | -57.7% |
| 3Y | -28.0% | -9.7% | -18.3% | -42.3% |
| 5Y | +91.0% | -85.5% | +176.4% | +95.0% |
| All | +91.0% | -85.5% | +176.5% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling