-50.3%
TEAM vs FICO
+99.8%
-150.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -16.7% | +14.1% | +6.7% |
| 7D | -0.4% | -19.2% | +18.7% | +11.1% |
| 30D | +67.3% | -14.6% | +81.9% | +81.2% |
| 3M | +86.8% | -20.1% | +106.9% | +108.3% |
| 6M | +146.8% | -36.3% | +183.1% | +207.2% |
| YTD | +16.9% | -44.9% | +61.8% | +57.7% |
| 1Y | +12.8% | -38.6% | +51.4% | +38.5% |
| 3Y | -7.3% | +4.0% | -11.3% | -30.6% |
| All | -50.3% | +99.8% | -150.1% | -77.5% |
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 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