+99.6%
FOXA vs FICO
+184.3%
-84.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | +10.0% | +0.1% | +9.9% | +9.7% |
| 3M | +5.0% | -35.2% | +40.2% | +12.4% |
| 6M | +3.4% | -32.4% | +35.7% | +8.8% |
| YTD | -5.5% | -57.4% | +51.9% | +8.8% |
| 1Y | +5.5% | -58.5% | +64.1% | +22.0% |
| 3Y | +139.3% | -28.9% | +168.2% | +131.4% |
| 5Y | +77.2% | +91.7% | -14.5% | +24.9% |
| All | +99.6% | +184.3% | -84.7% | +10.5% |
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