+1,595.4%
T vs FICO
+78,251.7%
-76,656.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.4% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | -8.9% | +1.7% | -10.6% | -9.2% |
| 3M | -5.6% | -33.0% | +27.5% | -2.6% |
| 6M | -14.3% | -33.9% | +19.6% | -11.8% |
| YTD | -7.9% | -58.5% | +50.6% | -1.3% |
| 1Y | -6.4% | -56.4% | +49.9% | -0.3% |
| 3Y | +59.8% | -24.7% | +84.5% | +57.7% |
| 5Y | +55.3% | +83.1% | -27.8% | +37.0% |
| 10Y | +58.3% | +517.2% | -458.9% | +21.6% |
| All | +1,595.4% | +78,251.7% | -76,656.3% | +891.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling