+400.1%
META vs FICO
+514.7%
-114.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -18.1% | +1.7% | -19.8% | -19.3% |
| 3M | +2.9% | -35.2% | +38.0% | +14.3% |
| 6M | +0.2% | -33.7% | +33.8% | +8.1% |
| YTD | -8.1% | -58.2% | +50.1% | +16.3% |
| 1Y | -4.5% | -56.6% | +52.0% | +18.5% |
| 3Y | +94.2% | -24.0% | +118.1% | +71.9% |
| 5Y | +79.1% | +86.1% | -7.0% | -0.5% |
| All | +400.1% | +514.7% | -114.6% | +52.9% |
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