-38.6%
FICO vs USFR
+4.0%
-42.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.4% |
| 7D | -19.2% | +0.1% | -19.2% | -18.5% |
| 30D | -14.6% | +0.3% | -14.9% | -11.0% |
| 3M | -20.1% | +1.0% | -21.1% | -5.3% |
| 6M | -36.3% | +1.9% | -38.3% | -10.7% |
| YTD | -44.9% | +2.6% | -47.5% | -13.7% |
| 1Y | -38.6% | +4.0% | -42.6% | +80.9% |
| All | -38.6% | +4.0% | -42.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling