+11.1%
O vs FICO
+84.1%
-73.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | +10.2% | +1.7% | +8.5% | +9.8% |
| 3M | -3.8% | -35.2% | +31.4% | -0.9% |
| 6M | -3.8% | -33.7% | +29.8% | -1.5% |
| YTD | +10.3% | -58.2% | +68.5% | +18.0% |
| 1Y | +11.9% | -56.6% | +68.5% | +19.0% |
| 3Y | +38.1% | -24.0% | +62.1% | +30.8% |
| 5Y | +11.1% | +86.1% | -75.0% | -11.3% |
| All | +11.1% | +84.1% | -73.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling