+2,239.3%
TQQQ vs FICO
+544.0%
+1,695.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.7% | +7.5% | +8.0% |
| 7D | -3.2% | -0.1% | -3.1% | -3.3% |
| 30D | -29.2% | +8.4% | -37.6% | -36.6% |
| 3M | -22.5% | -30.5% | +8.0% | -9.1% |
| 6M | -24.2% | -35.7% | +11.5% | -14.6% |
| YTD | +9.9% | -57.2% | +67.1% | +71.8% |
| 1Y | +9.7% | -58.4% | +68.1% | +75.6% |
| 3Y | +211.3% | -24.8% | +236.1% | +101.2% |
| 5Y | +45.6% | +79.3% | -33.7% | -68.9% |
| 10Y | +2,239.3% | +531.6% | +1,707.7% | +11.1% |
| All | +2,239.3% | +544.0% | +1,695.4% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling