+12,471.5%
FIX vs FICO
+7,378.8%
+5,092.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +6.9% |
| 7D | +6.0% | -19.2% | +25.2% | +12.2% |
| 30D | -7.2% | -14.6% | +7.3% | -3.9% |
| 3M | -15.9% | -20.1% | +4.2% | -13.3% |
| 6M | +12.7% | -36.3% | +49.1% | +21.6% |
| YTD | +72.8% | -44.9% | +117.6% | +93.5% |
| 1Y | +122.9% | -38.6% | +161.5% | +137.0% |
| 3Y | +774.3% | +4.0% | +770.3% | +665.6% |
| 5Y | +2,049.5% | +99.5% | +1,949.9% | +1,365.0% |
| 10Y | +5,821.5% | +604.7% | +5,216.8% | +2,483.8% |
| All | +12,471.5% | +7,378.8% | +5,092.7% | +2,738.6% |
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 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