+202.8%
TER vs FICO
+99.8%
+103.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -16.7% | +22.2% | +8.2% |
| 7D | +0.6% | -19.2% | +19.8% | +3.8% |
| 30D | -8.3% | -14.6% | +6.3% | -6.6% |
| 3M | -12.2% | -20.1% | +7.9% | -11.8% |
| 6M | +17.1% | -36.3% | +53.4% | +23.7% |
| YTD | +84.7% | -44.9% | +129.5% | +103.3% |
| 1Y | +199.9% | -38.6% | +238.5% | +209.2% |
| 3Y | +232.8% | +4.0% | +228.8% | +153.7% |
| All | +202.8% | +99.8% | +103.0% | +77.2% |
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 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