-17.3%
META vs FICO
-39.1%
+21.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.7% | +2.0% |
| 7D | +6.7% | -19.2% | +25.9% | +8.0% |
| 30D | +4.8% | -14.6% | +19.3% | +5.5% |
| 3M | -1.6% | -20.1% | +18.5% | +0.2% |
| 6M | -7.5% | -36.3% | +28.9% | -5.3% |
| YTD | -6.4% | -44.9% | +38.5% | -3.7% |
| 1Y | -17.3% | -38.6% | +21.3% | -15.6% |
| All | -17.3% | -39.1% | +21.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling