+68.3%
O vs FICO
+512.2%
-443.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +11.2% | +3.3% | +7.9% | +9.7% |
| 3M | -4.0% | -31.7% | +27.7% | +2.2% |
| 6M | -5.2% | -34.0% | +28.7% | +0.4% |
| YTD | +9.5% | -58.3% | +67.8% | +28.6% |
| 1Y | +10.6% | -57.9% | +68.5% | +29.4% |
| 3Y | +38.1% | -24.1% | +62.2% | +23.6% |
| 5Y | +10.2% | +85.3% | -75.1% | -34.4% |
| All | +68.3% | +512.2% | -443.9% | -32.9% |
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 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