+39,690.9%
LOW vs FICO
+78,963.7%
-39,272.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +9.6% | -0.3% | +9.9% | +9.6% |
| 30D | +24.5% | +1.7% | +22.8% | +23.6% |
| 3M | +4.0% | -35.2% | +39.2% | +10.9% |
| 6M | +2.2% | -33.7% | +35.8% | +7.5% |
| YTD | -3.7% | -58.2% | +54.5% | +9.8% |
| 1Y | -0.9% | -56.6% | +55.7% | +12.1% |
| 3Y | +23.8% | -24.0% | +47.8% | +21.0% |
| 5Y | +6.6% | +86.1% | -79.5% | -14.9% |
| 10Y | +314.4% | +522.8% | -208.4% | +166.2% |
| All | +39,690.9% | +78,963.7% | -39,272.8% | +15,949.5% |
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