+103.2%
GOOGL vs FICO
+88.0%
+15.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | +4.0% | -2.4% | +0.9% |
| 30D | -16.8% | -1.5% | -15.3% | -16.9% |
| 3M | -14.6% | -29.8% | +15.2% | -10.6% |
| 6M | -24.4% | -33.3% | +8.9% | -21.0% |
| YTD | -6.1% | -56.9% | +50.8% | +7.3% |
| 1Y | +1.0% | -59.5% | +60.5% | +17.0% |
| 3Y | +123.4% | -26.9% | +150.3% | +99.4% |
| 5Y | +103.2% | +92.9% | +10.3% | +25.6% |
| All | +103.2% | +88.0% | +15.3% | +25.6% |
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