+74.9%
FOXA vs FICO
+81.4%
-6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | +6.3% | +3.3% | +2.9% | +5.6% |
| 3M | +8.3% | -31.7% | +40.0% | +13.1% |
| 6M | +7.6% | -34.0% | +41.6% | +12.2% |
| YTD | -7.9% | -58.3% | +50.4% | +2.7% |
| 1Y | +2.4% | -57.9% | +60.3% | +13.9% |
| 3Y | +120.3% | -24.1% | +144.4% | +111.9% |
| All | +74.9% | +81.4% | -6.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling