+61.3%
NDAQ vs FICO
+84.1%
-22.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | +15.8% | +1.7% | +14.1% | +14.8% |
| 3M | +13.4% | -35.2% | +48.6% | +21.1% |
| 6M | +20.9% | -33.7% | +54.5% | +27.4% |
| YTD | +11.1% | -58.2% | +69.3% | +28.1% |
| 1Y | +26.5% | -56.6% | +83.1% | +44.6% |
| 3Y | +121.5% | -24.0% | +145.5% | +115.6% |
| 5Y | +61.3% | +86.1% | -24.7% | +24.1% |
| All | +61.3% | +84.1% | -22.7% | +24.1% |
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 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