-70.0%
U vs FICO
+81.4%
-151.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.4% |
| 7D | +32.3% | -0.1% | +32.4% | +32.2% |
| 30D | +9.7% | +8.4% | +1.3% | +4.2% |
| 3M | +19.6% | -30.5% | +50.1% | +35.0% |
| 6M | +82.6% | -35.7% | +118.4% | +105.6% |
| YTD | +16.4% | -57.2% | +73.6% | +65.0% |
| 1Y | +28.5% | -58.4% | +86.9% | +84.7% |
| 3Y | +103.8% | -24.8% | +128.6% | +53.4% |
| 5Y | -70.0% | +79.3% | -149.3% | -89.0% |
| All | -70.0% | +81.4% | -151.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling