+886.2%
TER vs FICO
+512.2%
+374.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | -0.9% | -19.5% | -20.3% |
| 30D | -47.0% | +3.3% | -50.3% | -48.3% |
| 3M | -43.3% | -31.7% | -11.6% | -39.0% |
| 6M | -42.9% | -34.0% | -8.9% | -41.2% |
| YTD | +12.9% | -58.3% | +71.2% | +36.6% |
| 1Y | +18.2% | -57.9% | +76.1% | +41.8% |
| 3Y | +151.8% | -24.1% | +175.8% | +100.2% |
| 5Y | +54.2% | +85.3% | -31.1% | -30.4% |
| All | +886.2% | +512.2% | +374.0% | +116.2% |
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 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