+243.6%
W vs FICO
+544.0%
-300.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.0% |
| 7D | +3.3% | -0.1% | +3.4% | +3.1% |
| 30D | +10.5% | +8.4% | +2.1% | +3.4% |
| 3M | +9.6% | -30.5% | +40.1% | +25.4% |
| 6M | +76.4% | -35.7% | +112.1% | +103.5% |
| YTD | +16.4% | -57.2% | +73.6% | +70.6% |
| 1Y | +9.3% | -58.4% | +67.8% | +63.5% |
| 3Y | +172.8% | -24.8% | +197.6% | +116.3% |
| 5Y | -53.4% | +79.3% | -132.6% | -81.8% |
| 10Y | +243.6% | +531.6% | -288.0% | -38.5% |
| All | +243.6% | +544.0% | -300.3% | -38.5% |
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