+5,257.6%
O vs FICO
+12,989.9%
-7,732.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.2% | +3.7% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | +10.7% | +1.7% | +9.0% | +9.6% |
| 3M | -4.5% | -33.0% | +28.5% | +2.0% |
| 6M | -4.1% | -33.9% | +29.8% | +1.6% |
| YTD | +9.8% | -58.5% | +68.3% | +27.8% |
| 1Y | +11.3% | -56.4% | +67.7% | +27.8% |
| 3Y | +37.5% | -24.7% | +62.1% | +30.9% |
| 5Y | +11.3% | +83.1% | -71.8% | -19.2% |
| 10Y | +71.9% | +517.2% | -445.3% | -9.0% |
| All | +5,257.6% | +12,989.9% | -7,732.3% | +1,730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling