+10,568.9%
JPM vs FICO
+78,963.7%
-68,394.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | +1.8% | +1.7% | +0.1% | +0.8% |
| 3M | -5.6% | -35.2% | +29.6% | +1.2% |
| 6M | +10.1% | -33.7% | +43.7% | +15.8% |
| YTD | +6.7% | -58.2% | +64.9% | +23.0% |
| 1Y | +10.3% | -56.6% | +66.9% | +25.9% |
| 3Y | +151.4% | -24.0% | +175.4% | +143.3% |
| 5Y | +127.3% | +86.1% | +41.2% | +72.8% |
| 10Y | +546.0% | +522.8% | +23.2% | +263.4% |
| All | +10,568.9% | +78,963.7% | -68,394.8% | +3,426.0% |
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