+635.3%
GOOG vs FICO
+544.0%
+91.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | 0.0% |
| 7D | +2.9% | -0.1% | +2.9% | +2.8% |
| 30D | -17.8% | +8.4% | -26.2% | -20.2% |
| 3M | -19.0% | -30.5% | +11.5% | -13.1% |
| 6M | -27.9% | -35.7% | +7.8% | -22.3% |
| YTD | -8.7% | -57.2% | +48.5% | +10.3% |
| 1Y | +2.5% | -58.4% | +60.9% | +24.8% |
| 3Y | +119.2% | -24.8% | +144.1% | +94.2% |
| 5Y | +93.4% | +79.3% | +14.2% | +12.5% |
| 10Y | +635.3% | +531.6% | +103.7% | +110.6% |
| All | +635.3% | +544.0% | +91.3% | +110.6% |
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