+919.3%
FICO vs RUN
-31.9%
+951.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.2% | -16.6% |
| 7D | -19.2% | +1.3% | -20.4% | -19.3% |
| 30D | -14.6% | -15.3% | +0.7% | -13.0% |
| 3M | -20.1% | -40.0% | +19.9% | -15.7% |
| 6M | -36.3% | -27.0% | -9.4% | -35.1% |
| YTD | -44.9% | -51.7% | +6.8% | -41.8% |
| 1Y | -38.6% | -45.9% | +7.3% | -36.8% |
| 3Y | +4.0% | -43.8% | +47.8% | -9.5% |
| 5Y | +99.5% | -80.5% | +180.0% | +91.0% |
| 10Y | +604.7% | +45.3% | +559.4% | +375.2% |
| All | +919.3% | -31.9% | +951.2% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling