+35,474.8%
LOW vs FICO
+104,095.6%
-68,620.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +17.9% | +4.6% |
| 7D | -1.7% | -19.2% | +17.5% | +2.1% |
| 30D | -7.0% | -14.6% | +7.6% | -4.6% |
| 3M | -0.9% | -20.1% | +19.2% | +2.5% |
| 6M | -20.1% | -36.3% | +16.2% | -14.5% |
| YTD | -13.9% | -44.9% | +31.0% | -5.5% |
| 1Y | -21.1% | -38.6% | +17.5% | -16.0% |
| 3Y | -6.6% | +4.0% | -10.6% | -13.0% |
| 5Y | +9.4% | +99.5% | -90.2% | -12.4% |
| 10Y | +220.5% | +604.7% | -384.2% | +103.2% |
| All | +35,474.8% | +104,095.6% | -68,620.7% | +13,711.0% |
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