+33.9%
TER vs FICO
-58.5%
+92.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.0% | +13.5% |
| 7D | -5.8% | -0.1% | -5.7% | -5.9% |
| 30D | -38.9% | +8.4% | -47.3% | -37.0% |
| 3M | -35.1% | -30.5% | -4.6% | -41.2% |
| 6M | -31.6% | -35.7% | +4.2% | -39.5% |
| YTD | +27.2% | -57.2% | +84.4% | +7.4% |
| All | +33.9% | -58.5% | +92.4% | +13.7% |
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