+599.5%
XYZ vs FICO
+512.2%
+87.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +12.1% | -0.9% | +13.1% | +12.4% |
| 30D | +12.4% | +3.3% | +9.0% | +7.9% |
| 3M | +8.2% | -31.7% | +39.9% | +25.8% |
| 6M | +20.7% | -34.0% | +54.7% | +37.7% |
| YTD | +31.3% | -58.3% | +89.7% | +98.5% |
| 1Y | +20.5% | -57.9% | +78.4% | +79.6% |
| 3Y | +72.6% | -24.1% | +96.7% | +37.0% |
| 5Y | -64.0% | +85.3% | -149.3% | -87.0% |
| All | +599.5% | +512.2% | +87.3% | -3.6% |
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