+2,842.8%
FITB vs FICO
+78,963.7%
-76,120.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | +4.8% | +1.7% | +3.1% | +3.7% |
| 3M | -6.4% | -35.2% | +28.8% | +1.1% |
| 6M | +7.9% | -33.7% | +41.6% | +14.4% |
| YTD | +17.0% | -58.2% | +75.2% | +37.2% |
| 1Y | +29.9% | -56.6% | +86.5% | +50.7% |
| 3Y | +124.8% | -24.0% | +148.8% | +117.8% |
| 5Y | +46.4% | +86.1% | -39.6% | +9.8% |
| 10Y | +258.1% | +522.8% | -264.7% | +100.7% |
| All | +2,842.8% | +78,963.7% | -76,120.9% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling