+132.6%
GOOG vs FICO
+99.8%
+32.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.6% | +2.1% |
| 7D | -2.1% | -19.2% | +17.0% | +1.6% |
| 30D | -6.8% | -14.6% | +7.8% | -4.4% |
| 3M | -9.1% | -20.1% | +11.0% | -6.4% |
| 6M | +10.7% | -36.3% | +47.0% | +18.8% |
| YTD | +7.1% | -44.9% | +51.9% | +18.6% |
| 1Y | +44.6% | -38.6% | +83.2% | +54.1% |
| 3Y | +147.4% | +4.0% | +143.4% | +106.1% |
| All | +132.6% | +99.8% | +32.8% | +60.2% |
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