+643.6%
GOOGL vs FICO
+535.6%
+108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | +2.6% | +0.9% | +1.8% | +2.3% |
| 30D | -18.3% | +9.4% | -27.7% | -21.0% |
| 3M | -19.6% | -30.4% | +10.8% | -13.7% |
| 6M | -28.2% | -35.1% | +6.9% | -22.7% |
| YTD | -8.0% | -56.8% | +48.8% | +11.0% |
| 1Y | -0.7% | -58.4% | +57.7% | +21.3% |
| 3Y | +118.8% | -26.7% | +145.5% | +96.1% |
| 5Y | +98.9% | +88.0% | +10.8% | +12.8% |
| 10Y | +643.6% | +545.7% | +97.9% | +110.5% |
| All | +643.6% | +535.6% | +108.0% | +110.5% |
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