+1,381.0%
NET vs FICO
+124.2%
+1,256.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -1.0% |
| 7D | -16.4% | +0.4% | -16.8% | -16.6% |
| 30D | -25.8% | +1.7% | -27.5% | -28.1% |
| 3M | -11.5% | -33.0% | +21.5% | +1.4% |
| 6M | +18.9% | -33.9% | +52.8% | +31.9% |
| YTD | +35.2% | -58.5% | +93.8% | +90.9% |
| 1Y | +14.5% | -56.4% | +70.8% | +55.8% |
| 3Y | +313.8% | -24.7% | +338.5% | +255.4% |
| 5Y | +32.6% | +83.1% | -50.5% | -31.1% |
| All | +1,381.0% | +124.2% | +1,256.8% | +629.4% |
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