-51.7%
FIG vs FICO
-57.1%
+5.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +6.4% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | +0.5% | +1.7% | -1.1% | -0.6% |
| 3M | -18.4% | -33.0% | +14.6% | -5.5% |
| 6M | +10.9% | -33.9% | +44.7% | +27.9% |
| YTD | -40.8% | -58.5% | +17.8% | -21.3% |
| 1Y | -51.7% | -56.4% | +4.7% | -37.9% |
| All | -51.7% | -57.1% | +5.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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