+99.5%
U vs FICO
-24.3%
+123.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +36.6% | -0.9% | +37.5% | +36.9% |
| 30D | +13.3% | +3.3% | +10.0% | +11.5% |
| 3M | +26.2% | -31.7% | +57.9% | +36.0% |
| 6M | +88.7% | -34.0% | +122.7% | +99.4% |
| YTD | +16.6% | -58.3% | +74.9% | +45.0% |
| 1Y | +29.0% | -57.9% | +86.9% | +59.4% |
| 3Y | +99.5% | -24.1% | +123.6% | +59.2% |
| All | +99.5% | -24.3% | +123.8% | +59.2% |
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 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