+436.6%
GE vs FICO
+99.8%
+336.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.8% | +3.8% |
| 7D | -1.6% | -19.2% | +17.6% | +1.5% |
| 30D | -11.6% | -14.6% | +3.0% | -9.8% |
| 3M | +3.0% | -20.1% | +23.1% | +5.3% |
| 6M | -0.5% | -36.3% | +35.8% | +5.5% |
| YTD | +9.7% | -44.9% | +54.6% | +19.6% |
| 1Y | +20.0% | -38.6% | +58.7% | +26.3% |
| 3Y | +275.8% | +4.0% | +271.9% | +237.0% |
| All | +436.6% | +99.8% | +336.8% | +322.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling