+157.4%
GE vs FICO
+535.6%
-378.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +9.6% | +9.4% | +0.2% | +6.6% |
| 3M | -7.7% | -30.4% | +22.7% | -2.1% |
| 6M | +14.0% | -35.1% | +49.1% | +21.1% |
| YTD | +10.2% | -56.8% | +66.9% | +29.5% |
| 1Y | +8.9% | -58.4% | +67.3% | +29.3% |
| 3Y | +273.7% | -26.7% | +300.3% | +247.3% |
| 5Y | +410.2% | +88.0% | +322.2% | +219.5% |
| 10Y | +157.4% | +545.7% | -388.3% | -1.1% |
| All | +157.4% | +535.6% | -378.1% | -1.1% |
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