+546.8%
ON vs FICO
+524.6%
+22.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +17.0% | +1.4% | +15.6% | +16.4% |
| 30D | -3.9% | -0.8% | -3.1% | -4.6% |
| 3M | -11.5% | -31.3% | +19.8% | -1.8% |
| 6M | -29.2% | -33.9% | +4.8% | -24.4% |
| YTD | +36.2% | -57.6% | +93.7% | +78.4% |
| 1Y | +49.6% | -59.7% | +109.3% | +101.2% |
| 3Y | +9.4% | -28.0% | +37.4% | -12.9% |
| 5Y | +25.8% | +91.0% | -65.1% | -53.5% |
| All | +546.8% | +524.6% | +22.2% | -12.0% |
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