-59.9%
FIG vs FICO
-58.0%
-1.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.0% |
| 7D | -17.4% | -0.3% | -17.1% | -17.4% |
| 30D | -15.9% | +1.7% | -17.6% | -17.0% |
| 3M | -34.5% | -35.2% | +0.7% | -22.9% |
| 6M | -5.0% | -33.7% | +28.6% | +9.4% |
| YTD | -50.7% | -58.2% | +7.5% | -35.4% |
| All | -59.9% | -58.0% | -1.9% | -48.4% |
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