-6.4%
T vs FICO
-57.1%
+50.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.2% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | -8.9% | +1.7% | -10.6% | -9.0% |
| 3M | -5.6% | -33.0% | +27.5% | -4.5% |
| 6M | -14.3% | -33.9% | +19.6% | -12.3% |
| YTD | -7.9% | -58.5% | +50.6% | -4.1% |
| 1Y | -6.4% | -56.4% | +49.9% | -3.5% |
| All | -6.4% | -57.1% | +50.7% | -3.5% |
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