+6.6%
ON vs FICO
+84.1%
-77.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.9% | -12.5% | -11.8% |
| 7D | -16.3% | -0.3% | -16.0% | -16.2% |
| 30D | -27.0% | +1.7% | -28.7% | -27.9% |
| 3M | -18.1% | -35.2% | +17.1% | -11.7% |
| 6M | -38.6% | -33.7% | -5.0% | -36.9% |
| YTD | +16.4% | -58.2% | +74.5% | +39.4% |
| 1Y | +25.8% | -56.6% | +82.4% | +47.8% |
| 3Y | -7.7% | -24.0% | +16.3% | -28.0% |
| 5Y | +6.6% | +86.1% | -79.5% | -45.9% |
| All | +6.6% | +84.1% | -77.5% | -45.9% |
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 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