+215.9%
FITB vs FICO
+544.1%
-328.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.6% | +4.0% | -4.6% | -1.8% |
| 30D | +7.0% | -1.5% | +8.6% | +7.0% |
| 3M | -4.8% | -29.8% | +25.0% | +2.6% |
| 6M | +13.5% | -33.3% | +46.8% | +21.9% |
| YTD | +19.1% | -56.9% | +76.0% | +46.8% |
| 1Y | +30.8% | -59.5% | +90.2% | +64.8% |
| 3Y | +141.6% | -26.9% | +168.5% | +119.5% |
| 5Y | +48.3% | +92.9% | -44.6% | -20.4% |
| 10Y | +215.9% | +539.5% | -323.6% | +2.0% |
| All | +215.9% | +544.1% | -328.2% | +2.0% |
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