+24.3%
W vs FICO
-57.1%
+81.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.2% | +14.2% | +11.4% |
| 7D | +8.4% | +0.4% | +8.0% | +8.2% |
| 30D | +16.5% | +1.7% | +14.9% | +15.8% |
| 3M | +6.4% | -33.0% | +39.5% | +11.9% |
| 6M | +90.5% | -33.9% | +124.4% | +96.4% |
| YTD | +23.1% | -58.5% | +81.6% | +52.4% |
| 1Y | +24.3% | -56.4% | +80.6% | +41.4% |
| All | +24.3% | -57.1% | +81.4% | +41.4% |
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