+773.3%
GOOG vs FICO
+607.5%
+165.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.1% | -15.4% | +16.5% | +5.7% |
| 30D | -5.1% | -10.4% | +5.3% | -2.7% |
| 3M | -7.1% | -22.7% | +15.6% | -1.8% |
| 6M | +12.7% | -36.8% | +49.4% | +24.8% |
| YTD | +7.1% | -44.8% | +51.9% | +23.6% |
| 1Y | +43.6% | -39.3% | +82.9% | +57.6% |
| 3Y | +146.8% | +3.7% | +143.0% | +102.5% |
| 5Y | +133.7% | +101.7% | +31.9% | +38.0% |
| 10Y | +773.3% | +602.8% | +170.6% | +160.8% |
| All | +773.3% | +607.5% | +165.8% | +160.8% |
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