+120.7%
GOOGL vs FICO
-24.3%
+145.0%
-30.6%
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 | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | -18.8% | +3.3% | -22.1% | -19.1% |
| 3M | -20.3% | -31.7% | +11.4% | -18.5% |
| 6M | -28.4% | -34.0% | +5.6% | -26.8% |
| YTD | -8.8% | -58.3% | +49.5% | -2.8% |
| 1Y | +0.3% | -57.9% | +58.2% | +6.7% |
| 3Y | +120.7% | -24.1% | +144.8% | +119.4% |
| All | +120.7% | -24.3% | +145.0% | +119.4% |
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