+1,253.9%
FICO vs USFR
+28.5%
+1,225.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | +0.4% | +2.9% | +3.1% |
| 3M | -31.7% | +1.1% | -32.8% | -32.1% |
| 6M | -34.0% | +2.1% | -36.0% | -34.6% |
| YTD | -58.3% | +3.4% | -61.7% | -59.0% |
| 1Y | -57.9% | +4.1% | -62.0% | -58.8% |
| 3Y | -24.1% | +14.4% | -38.5% | -29.4% |
| 5Y | +85.3% | +21.3% | +64.0% | +67.3% |
| 10Y | +520.3% | +28.5% | +491.8% | +448.0% |
| All | +1,253.9% | +28.5% | +1,225.4% | +1,079.5% |
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