+82.7%
O vs FICO
+535.6%
-452.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +3.5% | +0.9% | +2.7% | +3.3% |
| 30D | +10.4% | +9.4% | +1.0% | +7.6% |
| 3M | -2.4% | -30.4% | +28.0% | +3.4% |
| 6M | -1.2% | -35.1% | +33.9% | +5.3% |
| YTD | +10.4% | -56.8% | +67.2% | +28.7% |
| 1Y | +11.4% | -58.4% | +69.8% | +31.1% |
| 3Y | +40.4% | -26.7% | +67.1% | +28.0% |
| 5Y | +12.1% | +88.0% | -75.9% | -33.0% |
| 10Y | +82.7% | +545.7% | -463.0% | -28.2% |
| All | +82.7% | +535.6% | -452.8% | -28.2% |
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