+155.3%
JPM vs FICO
+99.8%
+55.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +1.4% |
| 7D | +0.3% | -19.2% | +19.5% | +3.1% |
| 30D | -0.2% | -14.6% | +14.4% | +1.7% |
| 3M | +15.9% | -20.1% | +36.0% | +18.2% |
| 6M | +20.9% | -36.3% | +57.3% | +27.3% |
| YTD | +12.9% | -44.9% | +57.7% | +21.7% |
| 1Y | +20.3% | -38.6% | +58.9% | +26.2% |
| 3Y | +160.9% | +4.0% | +157.0% | +141.1% |
| All | +155.3% | +99.8% | +55.5% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling