+29.4%
LOW vs FICO
-19.7%
+49.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.6% | +3.1% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | +25.6% | +8.4% | +17.2% | +24.3% |
| 3M | +4.6% | -30.5% | +35.1% | +7.7% |
| 6M | +2.5% | -35.7% | +38.3% | +6.2% |
| YTD | -1.6% | -57.2% | +55.5% | +7.3% |
| 1Y | +1.7% | -58.4% | +60.1% | +11.4% |
| 3Y | +29.4% | -24.8% | +54.3% | +22.1% |
| All | +29.4% | -19.7% | +49.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling