+109.3%
INTC vs FICO
+544.0%
-434.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -43.3% | +8.4% | -51.7% | -45.2% |
| 3M | -41.6% | -30.5% | -11.1% | -37.9% |
| 6M | -52.5% | -35.7% | -16.8% | -50.0% |
| YTD | +60.9% | -57.2% | +118.1% | +91.7% |
| 1Y | +55.7% | -58.4% | +114.1% | +87.2% |
| 3Y | +59.2% | -24.8% | +84.0% | +40.9% |
| 5Y | +25.0% | +79.3% | -54.2% | -27.6% |
| 10Y | +109.3% | +531.6% | -422.4% | -38.8% |
| All | +109.3% | +544.0% | -434.7% | -38.8% |
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