+54.1%
T vs FICO
+544.0%
-489.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | -1.7% | +8.4% | -10.1% | -2.9% |
| 3M | -7.3% | -30.5% | +23.2% | -4.0% |
| 6M | -11.2% | -35.7% | +24.5% | -7.5% |
| YTD | -8.1% | -57.2% | +49.1% | +0.6% |
| 1Y | -8.0% | -58.4% | +50.4% | +1.0% |
| 3Y | +62.1% | -24.8% | +87.0% | +54.8% |
| 5Y | +55.7% | +79.3% | -23.6% | +19.9% |
| 10Y | +54.1% | +531.6% | -477.5% | -18.7% |
| All | +54.1% | +544.0% | -489.8% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling