+14.5%
NET vs FICO
-57.1%
+71.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.1% |
| 7D | -16.4% | +0.4% | -16.8% | -16.4% |
| 30D | -25.8% | +1.7% | -27.5% | -26.8% |
| 3M | -11.5% | -33.0% | +21.5% | -4.8% |
| 6M | +18.9% | -33.9% | +52.8% | +22.8% |
| YTD | +35.2% | -58.5% | +93.8% | +45.9% |
| 1Y | +14.5% | -56.4% | +70.8% | +20.9% |
| All | +14.5% | -57.1% | +71.6% | +20.9% |
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