+5.1%
W vs FICO
-59.4%
+64.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +0.2% | +2.2% | -2.1% | -0.1% |
| 30D | +6.8% | +0.1% | +6.7% | +6.5% |
| 3M | +10.7% | -35.2% | +45.8% | +17.1% |
| 6M | +86.3% | -32.4% | +118.7% | +91.3% |
| YTD | +11.5% | -57.4% | +68.9% | +33.5% |
| 1Y | +5.1% | -58.5% | +63.6% | +26.3% |
| All | +5.1% | -59.4% | +64.5% | +26.3% |
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