+303.3%
LOW vs FICO
+535.6%
-232.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +8.7% | +0.9% | +7.8% | +8.3% |
| 30D | +25.5% | +9.4% | +16.0% | +21.2% |
| 3M | +6.6% | -30.4% | +37.0% | +15.2% |
| 6M | +2.4% | -35.1% | +37.5% | +11.5% |
| YTD | -1.7% | -56.8% | +55.0% | +20.7% |
| 1Y | +1.7% | -58.4% | +60.1% | +26.6% |
| 3Y | +26.6% | -26.7% | +53.3% | +14.3% |
| 5Y | +10.1% | +88.0% | -77.9% | -39.5% |
| 10Y | +303.3% | +545.7% | -242.4% | +12.6% |
| All | +303.3% | +535.6% | -232.3% | +12.6% |
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 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