+13,444.1%
GOOG vs FICO
+3,444.9%
+9,999.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.6% | +4.0% |
| 7D | -2.1% | -19.2% | +17.0% | +3.8% |
| 30D | -6.8% | -14.6% | +7.8% | -3.1% |
| 3M | -9.1% | -20.1% | +11.0% | -4.9% |
| 6M | +10.7% | -36.3% | +47.0% | +22.1% |
| YTD | +7.1% | -44.9% | +51.9% | +23.0% |
| 1Y | +44.6% | -38.6% | +83.2% | +58.0% |
| 3Y | +147.4% | +4.0% | +143.4% | +113.4% |
| 5Y | +133.8% | +99.5% | +34.3% | +55.2% |
| 10Y | +777.5% | +604.7% | +172.8% | +268.2% |
| All | +13,444.1% | +3,444.9% | +9,999.2% | +3,019.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling