+29.0%
U vs FICO
-58.2%
+87.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +36.6% | -0.9% | +37.5% | +36.7% |
| 30D | +13.3% | +3.3% | +10.0% | +12.2% |
| 3M | +26.2% | -31.7% | +57.9% | +32.1% |
| 6M | +88.7% | -34.0% | +122.7% | +91.9% |
| YTD | +16.6% | -58.3% | +74.9% | +38.6% |
| 1Y | +29.0% | -57.9% | +86.9% | +51.4% |
| All | +29.0% | -58.2% | +87.1% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling