+506.0%
JPM vs FICO
+544.0%
-38.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.5% | +1.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.7% | +8.4% | -5.7% | +0.2% |
| 3M | -3.8% | -30.5% | +26.7% | +1.9% |
| 6M | +14.3% | -35.7% | +50.0% | +21.5% |
| YTD | +8.2% | -57.2% | +65.4% | +26.6% |
| 1Y | +11.0% | -58.4% | +69.4% | +30.7% |
| 3Y | +152.7% | -24.8% | +177.5% | +134.6% |
| 5Y | +130.8% | +79.3% | +51.6% | +51.1% |
| 10Y | +506.0% | +531.6% | -25.7% | +145.2% |
| All | +506.0% | +544.0% | -38.0% | +145.2% |
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