+238.5%
TER vs FICO
+4.8%
+233.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -16.7% | +22.2% | +5.3% |
| 7D | +0.6% | -19.2% | +19.8% | +0.4% |
| 30D | -8.3% | -14.6% | +6.3% | -8.4% |
| 3M | -12.2% | -20.1% | +7.9% | -13.6% |
| 6M | +17.1% | -36.3% | +53.4% | +19.6% |
| YTD | +84.7% | -44.9% | +129.5% | +94.8% |
| 1Y | +199.9% | -38.6% | +238.5% | +199.7% |
| All | +238.5% | +4.8% | +233.7% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling