+97.7%
GOOG vs FICO
+91.4%
+6.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +3.0% | +2.2% | +0.8% | +2.6% |
| 30D | -14.9% | +0.1% | -15.0% | -15.2% |
| 3M | -14.9% | -35.2% | +20.3% | -9.6% |
| 6M | -26.6% | -32.4% | +5.8% | -23.7% |
| YTD | -6.6% | -57.4% | +50.8% | +6.8% |
| 1Y | +5.1% | -58.5% | +63.6% | +20.9% |
| 3Y | +121.0% | -28.9% | +149.8% | +98.2% |
| All | +97.7% | +91.4% | +6.2% | +21.7% |
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 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