+11,186.3%
JPM vs FICO
+104,095.6%
-92,909.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.7% | +2.8% |
| 7D | +0.3% | -19.2% | +19.5% | +4.8% |
| 30D | -0.2% | -14.6% | +14.4% | +2.8% |
| 3M | +15.9% | -20.1% | +36.0% | +19.8% |
| 6M | +20.9% | -36.3% | +57.3% | +29.9% |
| YTD | +12.9% | -44.9% | +57.7% | +24.9% |
| 1Y | +20.3% | -38.6% | +58.9% | +28.6% |
| 3Y | +160.9% | +4.0% | +157.0% | +139.8% |
| 5Y | +154.8% | +99.5% | +55.3% | +95.1% |
| 10Y | +591.1% | +604.7% | -13.6% | +285.5% |
| All | +11,186.3% | +104,095.6% | -92,909.3% | +3,479.6% |
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