+236.9%
W vs FICO
+514.7%
-277.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.9% | -9.1% | -8.8% |
| 7D | -5.6% | -0.3% | -5.4% | -5.8% |
| 30D | +7.5% | +1.7% | +5.8% | +4.2% |
| 3M | +5.4% | -35.2% | +40.6% | +26.0% |
| 6M | +79.4% | -33.7% | +113.1% | +101.6% |
| YTD | +12.9% | -58.2% | +71.1% | +67.7% |
| 1Y | +12.4% | -56.6% | +69.0% | +62.3% |
| 3Y | +128.5% | -24.0% | +152.5% | +77.9% |
| 5Y | -54.0% | +86.1% | -140.0% | -82.6% |
| All | +236.9% | +514.7% | -277.7% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling