+127.0%
FITB vs FICO
+4.8%
+122.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.7% | +16.5% | +2.0% |
| 7D | +0.6% | -19.2% | +19.8% | +3.2% |
| 30D | -4.7% | -14.6% | +9.9% | -3.1% |
| 3M | +6.7% | -20.1% | +26.8% | +8.8% |
| 6M | +12.6% | -36.3% | +48.9% | +18.7% |
| YTD | +19.1% | -44.9% | +64.0% | +28.4% |
| 1Y | +22.6% | -38.6% | +61.3% | +28.5% |
| All | +127.0% | +4.8% | +122.1% | +113.2% |
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