+29.3%
V vs FICO
-57.1%
+86.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.1% | +4.2% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +18.1% | +1.7% | +16.4% | +17.6% |
| 3M | +18.3% | -33.0% | +51.4% | +23.1% |
| 6M | +34.1% | -33.9% | +68.0% | +38.2% |
| YTD | +25.2% | -58.5% | +83.8% | +42.0% |
| 1Y | +29.3% | -56.4% | +85.7% | +45.8% |
| All | +29.3% | -57.1% | +86.5% | +45.8% |
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