+48.9%
FITB vs FICO
+81.4%
-32.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.0% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +7.3% | +8.4% | -1.1% | +5.4% |
| 3M | -4.0% | -30.5% | +26.5% | +0.6% |
| 6M | +11.9% | -35.7% | +47.6% | +17.7% |
| YTD | +19.0% | -57.2% | +76.2% | +35.9% |
| 1Y | +31.0% | -58.4% | +89.4% | +50.5% |
| 3Y | +143.8% | -24.8% | +168.6% | +128.3% |
| 5Y | +48.9% | +79.3% | -30.4% | +5.6% |
| All | +48.9% | +81.4% | -32.6% | +5.6% |
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