-4.5%
META vs FICO
-55.7%
+51.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.0% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -18.1% | +1.7% | -19.8% | -18.3% |
| 3M | +2.9% | -35.2% | +38.0% | +4.9% |
| 6M | +0.2% | -33.7% | +33.8% | +2.3% |
| YTD | -8.1% | -58.2% | +50.1% | -0.3% |
| 1Y | -4.5% | -56.6% | +52.0% | +2.9% |
| All | -4.5% | -55.7% | +51.2% | +2.9% |
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 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