+28.9%
FITB vs FICO
-60.3%
+89.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.8% | +1.4% | -0.6% | +0.8% |
| 30D | +7.3% | -0.8% | +8.1% | +7.3% |
| 3M | -6.3% | -31.3% | +25.0% | -4.8% |
| 6M | +12.6% | -33.9% | +46.5% | +13.8% |
| YTD | +18.0% | -57.6% | +75.6% | +25.1% |
| 1Y | +28.9% | -59.7% | +88.5% | +38.5% |
| All | +28.9% | -60.3% | +89.2% | +38.5% |
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 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