+115.4%
FOXA vs FICO
+4.8%
+110.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -16.7% | +13.3% | -1.4% |
| 7D | -4.0% | -19.2% | +15.2% | -1.6% |
| 30D | +12.0% | -14.6% | +26.6% | +13.8% |
| 3M | +0.3% | -20.1% | +20.4% | +2.4% |
| 6M | +12.5% | -36.3% | +48.8% | +17.8% |
| YTD | -9.6% | -44.9% | +35.2% | -3.8% |
| 1Y | +8.6% | -38.6% | +47.2% | +13.6% |
| All | +115.4% | +4.8% | +110.6% | +110.2% |
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 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