+135.3%
JPM vs FICO
+91.4%
+43.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | +2.2% | +1.3% | +3.2% |
| 30D | +3.3% | +0.1% | +3.2% | +3.0% |
| 3M | -4.2% | -35.2% | +31.0% | +0.2% |
| 6M | +16.4% | -32.4% | +48.8% | +19.4% |
| YTD | +9.5% | -57.4% | +66.9% | +20.8% |
| 1Y | +14.0% | -58.5% | +72.6% | +26.3% |
| 3Y | +153.1% | -28.9% | +181.9% | +146.0% |
| All | +135.3% | +91.4% | +43.9% | +85.9% |
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