+698.9%
FICO vs RUN
-33.3%
+732.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.5% | +2.2% |
| 7D | +0.9% | +0.3% | +0.5% | +0.6% |
| 30D | +9.4% | +14.0% | -4.6% | +7.4% |
| 3M | -30.4% | -11.8% | -18.6% | -29.8% |
| 6M | -35.1% | -40.4% | +5.3% | -32.0% |
| YTD | -56.8% | -52.7% | -4.1% | -54.5% |
| 1Y | -58.4% | -52.5% | -5.9% | -56.4% |
| 3Y | -26.7% | -7.7% | -19.0% | -41.2% |
| 5Y | +88.0% | -83.9% | +171.9% | +85.1% |
| 10Y | +545.7% | +84.9% | +460.8% | +330.4% |
| All | +698.9% | -33.3% | +732.2% | +440.2% |
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