+151.7%
GOOGL vs FICO
+4.8%
+146.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +0.4% |
| 7D | -2.3% | -19.2% | +16.9% | -0.5% |
| 30D | -6.6% | -14.6% | +8.0% | -5.4% |
| 3M | -8.9% | -20.1% | +11.1% | -7.6% |
| 6M | +11.9% | -36.3% | +48.2% | +16.0% |
| YTD | +8.3% | -44.9% | +53.2% | +14.4% |
| 1Y | +46.2% | -38.6% | +84.8% | +51.4% |
| All | +151.7% | +4.8% | +146.9% | +112.3% |
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