+18.2%
TER vs FICO
-58.2%
+76.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.5% |
| 7D | -20.5% | -0.9% | -19.5% | -20.6% |
| 30D | -47.0% | +3.3% | -50.3% | -46.0% |
| 3M | -43.3% | -31.7% | -11.6% | -48.8% |
| 6M | -42.9% | -34.0% | -8.9% | -49.1% |
| YTD | +12.9% | -58.3% | +71.2% | -6.1% |
| 1Y | +18.2% | -57.9% | +76.1% | -1.8% |
| All | +18.2% | -58.2% | +76.4% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling