+62.8%
META vs FICO
+99.8%
-37.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.7% | +5.7% |
| 7D | +6.7% | -19.2% | +25.9% | +12.7% |
| 30D | +4.8% | -14.6% | +19.3% | +8.5% |
| 3M | -1.6% | -20.1% | +18.5% | +3.0% |
| 6M | -7.5% | -36.3% | +28.9% | +2.6% |
| YTD | -6.4% | -44.9% | +38.5% | +8.7% |
| 1Y | -17.3% | -38.6% | +21.3% | -9.6% |
| 3Y | +109.9% | +4.0% | +105.9% | +68.7% |
| All | +62.8% | +99.8% | -37.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling