+155.5%
GE vs FICO
+512.2%
-356.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | +6.5% | +3.3% | +3.1% | +4.8% |
| 3M | -13.6% | -31.7% | +18.2% | -8.0% |
| 6M | +6.0% | -34.0% | +40.0% | +11.7% |
| YTD | +5.4% | -58.3% | +63.7% | +24.9% |
| 1Y | +6.5% | -57.9% | +64.4% | +25.5% |
| 3Y | +268.6% | -24.1% | +292.6% | +236.9% |
| 5Y | +389.0% | +85.3% | +303.7% | +206.4% |
| All | +155.5% | +512.2% | -356.7% | +2.1% |
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