+236.6%
FITB vs FICO
+544.0%
-307.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.6% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +7.3% | +8.4% | -1.1% | +3.9% |
| 3M | -4.0% | -30.5% | +26.5% | +3.8% |
| 6M | +11.9% | -35.7% | +47.6% | +21.7% |
| YTD | +19.0% | -57.2% | +76.2% | +47.0% |
| 1Y | +31.0% | -58.4% | +89.4% | +63.4% |
| 3Y | +143.8% | -24.8% | +168.6% | +118.4% |
| 5Y | +48.9% | +79.3% | -30.4% | -17.0% |
| 10Y | +236.6% | +531.6% | -295.0% | +10.7% |
| All | +236.6% | +544.0% | -307.3% | +10.7% |
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