+136.8%
GOOGL vs FICO
+99.8%
+37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +2.1% |
| 7D | -2.3% | -19.2% | +16.9% | +1.5% |
| 30D | -6.6% | -14.6% | +8.0% | -4.1% |
| 3M | -8.9% | -20.1% | +11.1% | -6.2% |
| 6M | +11.9% | -36.3% | +48.2% | +20.1% |
| YTD | +8.3% | -44.9% | +53.2% | +20.0% |
| 1Y | +46.2% | -38.6% | +84.8% | +55.8% |
| 3Y | +151.9% | +4.0% | +147.9% | +110.1% |
| All | +136.8% | +99.8% | +37.0% | +62.6% |
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