-83.6%
FIG vs FICO
-51.8%
-31.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -14.3% | +4.0% | -18.2% | -15.5% |
| 30D | -13.6% | -1.5% | -12.1% | -13.4% |
| 3M | -23.7% | -29.8% | +6.1% | -14.8% |
| 6M | -5.4% | -33.3% | +27.9% | +7.8% |
| YTD | -49.2% | -56.9% | +7.7% | -34.3% |
| 1Y | -57.4% | -59.5% | +2.1% | -44.1% |
| All | -83.6% | -51.8% | -31.8% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling