+2,689.6%
GE vs FICO
+78,963.7%
-76,274.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.6% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +1.7% | +1.7% | 0.0% | +0.9% |
| 3M | -17.3% | -35.2% | +17.9% | -12.7% |
| 6M | +10.1% | -33.7% | +43.7% | +14.6% |
| YTD | +2.6% | -58.2% | +60.8% | +14.8% |
| 1Y | +3.7% | -56.6% | +60.3% | +15.2% |
| 3Y | +268.3% | -24.0% | +292.3% | +260.5% |
| 5Y | +376.2% | +86.1% | +290.1% | +288.1% |
| 10Y | +156.4% | +522.8% | -366.4% | +68.6% |
| All | +2,689.6% | +78,963.7% | -76,274.1% | +1,218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling