+2,926.4%
V vs FICO
+4,182.4%
-1,256.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +4.7% |
| 7D | -1.7% | -19.2% | +17.5% | +5.0% |
| 30D | +2.0% | -14.6% | +16.6% | +6.5% |
| 3M | +17.4% | -20.1% | +37.5% | +23.8% |
| 6M | +17.5% | -36.3% | +53.8% | +31.7% |
| YTD | +7.6% | -44.9% | +52.4% | +26.3% |
| 1Y | +7.7% | -38.6% | +46.3% | +19.8% |
| 3Y | +54.7% | +4.0% | +50.7% | +33.1% |
| 5Y | +73.0% | +99.5% | -26.5% | +10.7% |
| 10Y | +390.9% | +604.7% | -213.8% | +89.4% |
| All | +2,926.4% | +4,182.4% | -1,256.0% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling