+2,586.3%
NDAQ vs FICO
+3,222.5%
-636.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | +15.8% | +1.7% | +14.1% | +13.9% |
| 3M | +13.4% | -35.2% | +48.6% | +26.6% |
| 6M | +20.9% | -33.7% | +54.5% | +31.7% |
| YTD | +11.1% | -58.2% | +69.3% | +41.1% |
| 1Y | +26.5% | -56.6% | +83.1% | +58.1% |
| 3Y | +121.5% | -24.0% | +145.5% | +108.6% |
| 5Y | +61.3% | +86.1% | -24.7% | -0.4% |
| 10Y | +480.0% | +522.8% | -42.8% | +95.9% |
| All | +2,586.3% | +3,222.5% | -636.2% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling