+2,105.4%
FIX vs FICO
+99.8%
+2,005.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +4.8% |
| 7D | +6.0% | -19.2% | +25.2% | +9.6% |
| 30D | -7.2% | -14.6% | +7.3% | -5.3% |
| 3M | -15.9% | -20.1% | +4.2% | -14.9% |
| 6M | +12.7% | -36.3% | +49.1% | +19.6% |
| YTD | +72.8% | -44.9% | +117.6% | +90.9% |
| 1Y | +122.9% | -38.6% | +161.5% | +132.7% |
| 3Y | +774.3% | +4.0% | +770.3% | +651.9% |
| All | +2,105.4% | +99.8% | +2,005.6% | +1,533.6% |
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