+475.8%
NDAQ vs FICO
+535.6%
-59.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +17.5% | +9.4% | +8.0% | +14.0% |
| 3M | +15.4% | -30.4% | +45.8% | +23.6% |
| 6M | +24.6% | -35.1% | +59.7% | +34.4% |
| YTD | +14.4% | -56.8% | +71.2% | +37.1% |
| 1Y | +26.9% | -58.4% | +85.3% | +53.6% |
| 3Y | +119.8% | -26.7% | +146.5% | +111.7% |
| 5Y | +70.5% | +88.0% | -17.5% | +13.1% |
| 10Y | +475.8% | +545.7% | -69.9% | +131.6% |
| All | +475.8% | +535.6% | -59.8% | +131.6% |
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 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