+47.5%
FITB vs FICO
+91.4%
-43.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.8% | +2.2% | +0.5% | +2.4% |
| 30D | +9.8% | +0.1% | +9.7% | +9.5% |
| 3M | -5.2% | -35.2% | +30.0% | +0.9% |
| 6M | +17.3% | -32.4% | +49.7% | +22.0% |
| YTD | +19.3% | -57.4% | +76.7% | +36.4% |
| 1Y | +32.7% | -58.5% | +91.2% | +52.6% |
| 3Y | +141.6% | -28.9% | +170.4% | +129.7% |
| All | +47.5% | +91.4% | -43.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling