+131.4%
FOXA vs FICO
-24.1%
+155.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +7.9% | +9.4% | -1.5% | +6.8% |
| 3M | +6.7% | -30.4% | +37.1% | +10.3% |
| 6M | +7.5% | -35.1% | +42.6% | +11.7% |
| YTD | -6.9% | -56.8% | +49.8% | +1.2% |
| 1Y | +2.2% | -58.4% | +60.6% | +11.6% |
| 3Y | +131.4% | -26.7% | +158.1% | +126.5% |
| All | +131.4% | -24.1% | +155.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling