+98.7%
INTC vs FICO
+512.2%
-413.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.8% |
| 7D | -14.4% | -0.9% | -13.5% | -14.3% |
| 30D | -50.2% | +3.3% | -53.6% | -51.4% |
| 3M | -43.6% | -31.7% | -11.9% | -39.8% |
| 6M | -50.2% | -34.0% | -16.2% | -48.4% |
| YTD | +52.5% | -58.3% | +110.8% | +82.9% |
| 1Y | +51.1% | -57.9% | +109.1% | +80.2% |
| 3Y | +50.3% | -24.1% | +74.3% | +31.9% |
| 5Y | +19.2% | +85.3% | -66.1% | -32.5% |
| All | +98.7% | +512.2% | -413.5% | -40.3% |
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 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