+772.8%
TEAM vs FICO
+674.3%
+98.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.9% |
| 7D | -10.2% | -0.3% | -9.9% | -10.2% |
| 30D | -5.5% | +1.7% | -7.2% | -7.7% |
| 3M | +61.7% | -35.2% | +96.9% | +92.3% |
| 6M | +98.5% | -33.7% | +132.1% | +131.0% |
| YTD | +13.0% | -58.2% | +71.2% | +65.6% |
| 1Y | +13.5% | -56.6% | +70.1% | +62.2% |
| 3Y | +3.6% | -24.0% | +27.6% | -1.5% |
| 5Y | -58.4% | +86.1% | -144.4% | -76.3% |
| 10Y | +581.4% | +522.8% | +58.6% | +89.5% |
| All | +772.8% | +674.3% | +98.5% | +135.2% |
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