+379.6%
META vs FICO
+605.7%
-226.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.7% | +7.0% |
| 7D | +6.7% | -19.2% | +25.9% | +14.3% |
| 30D | +4.8% | -14.6% | +19.3% | +9.6% |
| 3M | -1.6% | -20.1% | +18.5% | +4.1% |
| 6M | -7.5% | -36.3% | +28.9% | +4.5% |
| YTD | -6.4% | -44.9% | +38.5% | +11.5% |
| 1Y | -17.3% | -38.6% | +21.3% | -8.0% |
| 3Y | +109.9% | +4.0% | +105.9% | +71.5% |
| 5Y | +65.4% | +99.5% | -34.2% | -4.5% |
| All | +379.6% | +605.7% | -226.1% | +43.5% |
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 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