+319.4%
IR vs FICO
+424.2%
-104.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +3.3% | +1.7% | +1.6% | +2.0% |
| 3M | -9.0% | -35.2% | +26.2% | -1.1% |
| 6M | +8.0% | -33.7% | +41.7% | +14.5% |
| YTD | +3.4% | -58.2% | +61.6% | +24.1% |
| 1Y | +4.5% | -56.6% | +61.1% | +23.8% |
| 3Y | +25.6% | -24.0% | +49.6% | +15.6% |
| 5Y | +43.8% | +86.1% | -42.3% | -9.0% |
| All | +319.4% | +424.2% | -104.7% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling