-2.1%
FIX vs FICO
-55.7%
+53.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.9% | -12.5% | -11.4% |
| 7D | -27.2% | -0.3% | -27.0% | -27.3% |
| 30D | -46.9% | +1.7% | -48.6% | -46.4% |
| 3M | -44.4% | -35.2% | -9.2% | -49.3% |
| 6M | -50.9% | -33.7% | -17.2% | -55.1% |
| YTD | +3.5% | -58.2% | +61.7% | -7.1% |
| 1Y | -2.1% | -56.6% | +54.5% | -12.2% |
| All | -2.1% | -55.7% | +53.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling