+32.9%
W vs FICO
+4.8%
+28.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -16.7% | +19.2% | +7.3% |
| 7D | -4.2% | -19.2% | +15.0% | +1.3% |
| 30D | -7.6% | -14.6% | +7.0% | -4.1% |
| 3M | +37.2% | -20.1% | +57.3% | +42.7% |
| 6M | +26.3% | -36.3% | +62.6% | +40.9% |
| YTD | -1.0% | -44.9% | +43.9% | +16.1% |
| 1Y | +20.1% | -38.6% | +58.7% | +33.3% |
| All | +32.9% | +4.8% | +28.1% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling