+106.4%
INTC vs FICO
+535.6%
-429.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.3% |
| 7D | -4.0% | +0.9% | -4.9% | -4.2% |
| 30D | -44.5% | +9.4% | -53.9% | -46.5% |
| 3M | -40.4% | -30.4% | -10.0% | -36.6% |
| 6M | -53.5% | -35.1% | -18.4% | -51.2% |
| YTD | +57.5% | -56.8% | +114.3% | +87.2% |
| 1Y | +51.2% | -58.4% | +109.6% | +81.9% |
| 3Y | +51.6% | -26.7% | +78.3% | +35.9% |
| 5Y | +23.5% | +88.0% | -64.5% | -29.9% |
| 10Y | +106.4% | +545.7% | -439.3% | -40.1% |
| All | +106.4% | +535.6% | -429.2% | -40.1% |
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