+1,514.2%
RF vs FICO
+104,095.6%
-102,581.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +4.0% |
| 7D | +1.3% | -19.2% | +20.5% | +6.2% |
| 30D | -3.6% | -14.6% | +11.0% | -0.6% |
| 3M | +8.1% | -20.1% | +28.2% | +12.2% |
| 6M | +11.5% | -36.3% | +47.8% | +20.8% |
| YTD | +15.6% | -44.9% | +60.4% | +29.2% |
| 1Y | +15.7% | -38.6% | +54.3% | +24.7% |
| 3Y | +86.9% | +4.0% | +82.9% | +71.9% |
| 5Y | +89.8% | +99.5% | -9.7% | +44.6% |
| 10Y | +344.7% | +604.7% | -260.0% | +148.4% |
| All | +1,514.2% | +104,095.6% | -102,581.4% | +465.6% |
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