+3,459.3%
FIX vs FICO
+514.7%
+2,944.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.9% | -12.5% | -11.8% |
| 7D | -27.2% | -0.3% | -27.0% | -27.1% |
| 30D | -46.9% | +1.7% | -48.6% | -47.8% |
| 3M | -44.4% | -35.2% | -9.2% | -39.8% |
| 6M | -50.9% | -33.7% | -17.2% | -49.4% |
| YTD | +3.5% | -58.2% | +61.7% | +22.6% |
| 1Y | -2.1% | -56.6% | +54.5% | +13.9% |
| 3Y | +418.7% | -24.0% | +442.7% | +359.2% |
| 5Y | +894.6% | +86.1% | +808.5% | +475.4% |
| All | +3,459.3% | +514.7% | +2,944.6% | +875.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling