+152.0%
GE vs FICO
+527.0%
-375.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | +2.2% | +0.4% | +2.1% |
| 30D | +8.1% | +0.1% | +8.0% | +7.5% |
| 3M | -7.9% | -35.2% | +27.3% | -0.4% |
| 6M | +12.9% | -32.4% | +45.3% | +18.5% |
| YTD | +8.2% | -57.4% | +65.6% | +27.6% |
| 1Y | +9.7% | -58.5% | +68.2% | +30.2% |
| 3Y | +266.1% | -28.9% | +295.0% | +243.4% |
| 5Y | +407.4% | +91.7% | +315.7% | +214.6% |
| All | +152.0% | +527.0% | -375.0% | -2.5% |
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