+113.8%
RF vs FICO
-24.7%
+138.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | +2.3% | +0.4% | +1.8% | +2.2% |
| 30D | +7.2% | +1.7% | +5.6% | +6.7% |
| 3M | -8.2% | -33.0% | +24.8% | -4.4% |
| 6M | +7.0% | -33.9% | +40.9% | +10.5% |
| YTD | +10.3% | -58.5% | +68.8% | +23.2% |
| 1Y | +25.1% | -56.4% | +81.4% | +38.1% |
| All | +113.8% | -24.7% | +138.5% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling