+9,941.2%
TER vs FICO
+78,251.7%
-68,310.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.6% | -6.0% |
| 7D | -19.9% | +0.4% | -20.3% | -20.0% |
| 30D | -43.5% | +1.7% | -45.2% | -44.4% |
| 3M | -37.8% | -33.0% | -4.7% | -33.5% |
| 6M | -25.6% | -33.9% | +8.3% | -22.7% |
| YTD | +29.8% | -58.5% | +88.4% | +49.6% |
| 1Y | +43.2% | -56.4% | +99.5% | +62.2% |
| 3Y | +189.3% | -24.7% | +214.0% | +169.2% |
| 5Y | +76.9% | +83.1% | -6.2% | +24.8% |
| 10Y | +1,059.7% | +517.2% | +542.5% | +494.6% |
| All | +9,941.2% | +78,251.7% | -68,310.6% | +2,546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling