+163.6%
W vs FICO
+1,594.2%
-1,430.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -16.7% | +19.2% | +12.7% |
| 7D | -4.2% | -19.2% | +15.0% | +7.4% |
| 30D | -7.6% | -14.6% | +7.0% | -0.4% |
| 3M | +37.2% | -20.1% | +57.3% | +48.5% |
| 6M | +26.3% | -36.3% | +62.6% | +53.2% |
| YTD | -1.0% | -44.9% | +43.9% | +31.0% |
| 1Y | +20.1% | -38.6% | +58.7% | +42.7% |
| 3Y | +37.8% | +4.0% | +33.8% | -1.0% |
| 5Y | -63.7% | +99.5% | -163.2% | -83.6% |
| 10Y | +156.3% | +604.7% | -448.3% | -42.5% |
| All | +163.6% | +1,594.2% | -1,430.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling