+151.2%
GE vs FICO
+524.6%
-373.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.1% |
| 7D | +5.1% | +1.4% | +3.7% | +4.8% |
| 30D | +7.6% | -0.8% | +8.3% | +7.2% |
| 3M | -9.3% | -31.3% | +22.0% | -3.5% |
| 6M | +11.5% | -33.9% | +45.5% | +17.8% |
| YTD | +7.9% | -57.6% | +65.4% | +27.3% |
| 1Y | +7.6% | -59.7% | +67.3% | +28.9% |
| 3Y | +265.9% | -28.0% | +293.9% | +241.6% |
| 5Y | +405.9% | +91.0% | +315.0% | +214.0% |
| All | +151.2% | +524.6% | -373.3% | -2.7% |
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