+50.4%
TER vs FICO
+84.1%
-33.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.4% |
| 7D | -28.2% | -0.3% | -27.9% | -28.2% |
| 30D | -50.6% | +1.7% | -52.3% | -51.0% |
| 3M | -45.3% | -35.2% | -10.2% | -42.9% |
| 6M | -40.4% | -33.7% | -6.7% | -40.4% |
| YTD | +10.0% | -58.2% | +68.2% | +24.3% |
| 1Y | +13.6% | -56.6% | +70.2% | +26.2% |
| 3Y | +145.2% | -24.0% | +169.2% | +95.1% |
| 5Y | +50.4% | +86.1% | -35.7% | -19.8% |
| All | +50.4% | +84.1% | -33.7% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling