+291.3%
IR vs FICO
+590.8%
-299.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +18.0% | +5.9% |
| 7D | -2.8% | -19.2% | +16.4% | +2.5% |
| 30D | -15.1% | -14.6% | -0.5% | -12.1% |
| 3M | +6.1% | -20.1% | +26.2% | +10.5% |
| 6M | -16.8% | -36.3% | +19.5% | -8.6% |
| YTD | -3.5% | -44.9% | +41.3% | +10.4% |
| 1Y | -3.5% | -38.6% | +35.1% | +5.1% |
| 3Y | +9.5% | +4.0% | +5.5% | -5.5% |
| 5Y | +45.1% | +99.5% | -54.4% | -5.1% |
| All | +291.3% | +590.8% | -299.5% | +33.4% |
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