+153.1%
GE vs FICO
+605.7%
-452.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.8% | +5.4% |
| 7D | -1.6% | -19.2% | +17.6% | +3.4% |
| 30D | -11.6% | -14.6% | +3.0% | -8.8% |
| 3M | +3.0% | -20.1% | +23.1% | +6.7% |
| 6M | -0.5% | -36.3% | +35.8% | +8.4% |
| YTD | +9.7% | -44.9% | +54.6% | +24.3% |
| 1Y | +20.0% | -38.6% | +58.7% | +29.3% |
| 3Y | +275.8% | +4.0% | +271.9% | +222.6% |
| 5Y | +429.1% | +99.5% | +329.5% | +243.3% |
| All | +153.1% | +605.7% | -452.6% | -2.0% |
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