+1,691.5%
FICO vs USFR
+27.5%
+1,664.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.1% | -19.2% | -19.2% |
| 30D | -14.6% | +0.3% | -14.9% | -14.7% |
| 3M | -20.1% | +1.0% | -21.1% | -20.5% |
| 6M | -36.3% | +1.9% | -38.3% | -36.9% |
| YTD | -44.9% | +2.6% | -47.5% | -45.6% |
| 1Y | -38.6% | +4.0% | -42.6% | -39.9% |
| 3Y | +4.0% | +14.1% | -10.1% | -3.2% |
| 5Y | +99.5% | +20.4% | +79.1% | +80.8% |
| 10Y | +604.7% | +28.0% | +576.7% | +524.2% |
| All | +1,691.5% | +27.5% | +1,664.0% | +1,466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling