-83.7%
FIG vs FICO
-53.4%
-30.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -13.1% | -0.9% | -12.2% | -13.0% |
| 30D | -13.0% | +3.3% | -16.3% | -14.5% |
| 3M | -21.5% | -31.7% | +10.2% | -11.6% |
| 6M | -2.5% | -34.0% | +31.5% | +11.5% |
| YTD | -49.7% | -58.3% | +8.7% | -34.1% |
| 1Y | -59.1% | -57.9% | -1.2% | -46.9% |
| All | -83.7% | -53.4% | -30.3% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling