-9.1%
T vs FICO
-39.1%
+30.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.7% | -1.7% |
| 7D | -1.3% | -19.2% | +17.9% | -1.0% |
| 30D | +11.4% | -14.6% | +26.0% | +11.6% |
| 3M | +14.3% | -20.1% | +34.4% | +15.1% |
| 6M | -9.3% | -36.3% | +27.1% | -9.0% |
| YTD | +7.1% | -44.9% | +52.0% | +7.7% |
| 1Y | -9.1% | -38.6% | +29.5% | -7.7% |
| All | -9.1% | -39.1% | +30.0% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling