+1,440.4%
RF vs FICO
+78,251.7%
-76,811.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.3% |
| 7D | +2.3% | +0.4% | +1.8% | +2.1% |
| 30D | +7.2% | +1.7% | +5.6% | +6.2% |
| 3M | -8.2% | -33.0% | +24.8% | -1.7% |
| 6M | +7.0% | -33.9% | +40.9% | +13.6% |
| YTD | +10.3% | -58.5% | +68.8% | +29.4% |
| 1Y | +25.1% | -56.4% | +81.4% | +44.7% |
| 3Y | +110.3% | -24.7% | +135.0% | +105.3% |
| 5Y | +47.1% | +83.1% | -36.0% | +11.9% |
| 10Y | +297.9% | +517.2% | -219.3% | +125.7% |
| All | +1,440.4% | +78,251.7% | -76,811.3% | +466.4% |
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