+8,419.6%
FIX vs FICO
+5,523.8%
+2,895.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.2% | -11.9% | -14.2% |
| 7D | -18.9% | +0.4% | -19.3% | -18.9% |
| 30D | -36.3% | +1.7% | -38.0% | -37.4% |
| 3M | -38.5% | -33.0% | -5.5% | -33.8% |
| 6M | -42.3% | -33.9% | -8.4% | -39.7% |
| YTD | +17.1% | -58.5% | +75.6% | +38.0% |
| 1Y | +14.4% | -56.4% | +70.7% | +32.2% |
| 3Y | +486.7% | -24.7% | +511.3% | +448.0% |
| 5Y | +1,083.7% | +83.1% | +1,000.6% | +694.8% |
| 10Y | +3,932.4% | +517.2% | +3,415.3% | +1,668.7% |
| All | +8,419.6% | +5,523.8% | +2,895.8% | +1,924.2% |
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 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