+55.5%
T vs FICO
+512.2%
-456.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.0% | -0.9% | +2.0% | +1.1% |
| 30D | -10.6% | +3.3% | -13.9% | -11.1% |
| 3M | -7.7% | -31.7% | +24.0% | -4.2% |
| 6M | -13.3% | -34.0% | +20.7% | -10.1% |
| YTD | -8.8% | -58.3% | +49.6% | +0.1% |
| 1Y | -8.4% | -57.9% | +49.5% | +0.3% |
| 3Y | +59.6% | -24.1% | +83.7% | +51.9% |
| 5Y | +52.1% | +85.3% | -33.2% | +15.8% |
| All | +55.5% | +512.2% | -456.7% | -15.5% |
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 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