+8.0%
U vs FICO
+4.8%
+3.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +3.8% |
| 7D | -3.8% | -19.2% | +15.4% | +1.8% |
| 30D | +17.5% | -14.6% | +32.0% | +21.8% |
| 3M | +38.7% | -20.1% | +58.8% | +43.9% |
| 6M | +104.4% | -36.3% | +140.7% | +128.2% |
| YTD | -5.7% | -44.9% | +39.2% | +11.1% |
| 1Y | +3.7% | -38.6% | +42.3% | +15.5% |
| All | +8.0% | +4.8% | +3.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling