+268.6%
GE vs FICO
-24.3%
+292.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | +6.5% | +3.3% | +3.1% | +5.8% |
| 3M | -13.6% | -31.7% | +18.2% | -11.4% |
| 6M | +6.0% | -34.0% | +40.0% | +7.9% |
| YTD | +5.4% | -58.3% | +63.7% | +14.9% |
| 1Y | +6.5% | -57.9% | +64.4% | +15.8% |
| 3Y | +268.6% | -24.1% | +292.6% | +227.1% |
| All | +268.6% | -24.3% | +292.9% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling