+25.9%
NDAQ vs FICO
-58.2%
+84.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | -0.9% | +1.8% | +1.0% |
| 30D | +16.5% | +3.3% | +13.2% | +15.4% |
| 3M | +13.5% | -31.7% | +45.2% | +19.6% |
| 6M | +20.9% | -34.0% | +54.9% | +26.4% |
| YTD | +11.4% | -58.3% | +69.7% | +29.3% |
| 1Y | +25.9% | -57.9% | +83.9% | +46.1% |
| All | +25.9% | -58.2% | +84.1% | +46.1% |
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