+62.5%
T vs FICO
+527.0%
-464.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +2.2% | +0.3% | +2.2% |
| 30D | -3.8% | +0.1% | -3.9% | -3.9% |
| 3M | -8.7% | -35.2% | +26.4% | -4.6% |
| 6M | -8.1% | -32.4% | +24.2% | -5.0% |
| YTD | -6.4% | -57.4% | +51.0% | +2.4% |
| 1Y | -9.8% | -58.5% | +48.8% | -0.9% |
| 3Y | +65.5% | -28.9% | +94.3% | +59.7% |
| 5Y | +57.0% | +91.7% | -34.8% | +19.0% |
| All | +62.5% | +527.0% | -464.5% | -13.1% |
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