+53.4%
T vs FICO
+84.1%
-30.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | -9.7% | +1.7% | -11.4% | -9.8% |
| 3M | -4.3% | -35.2% | +30.9% | -2.5% |
| 6M | -13.7% | -33.7% | +20.0% | -12.1% |
| YTD | -8.0% | -58.2% | +50.2% | -4.1% |
| 1Y | -6.9% | -56.6% | +49.7% | -3.2% |
| 3Y | +59.7% | -24.0% | +83.7% | +56.0% |
| 5Y | +53.4% | +86.1% | -32.6% | +34.6% |
| All | +53.4% | +84.1% | -30.6% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling