+118.0%
GOOG vs FICO
-24.3%
+142.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | -18.3% | +3.3% | -21.6% | -18.6% |
| 3M | -20.3% | -31.7% | +11.4% | -18.6% |
| 6M | -28.1% | -34.0% | +5.9% | -26.6% |
| YTD | -9.3% | -58.3% | +49.0% | -3.5% |
| 1Y | -0.2% | -57.9% | +57.7% | +6.1% |
| 3Y | +118.0% | -24.1% | +142.1% | +115.1% |
| All | +118.0% | -24.3% | +142.3% | +115.1% |
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