-68.9%
XYZ vs FICO
+99.8%
-168.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +7.6% |
| 7D | -1.0% | -19.2% | +18.2% | +9.0% |
| 30D | -1.7% | -14.6% | +12.9% | +5.1% |
| 3M | +16.7% | -20.1% | +36.8% | +25.9% |
| 6M | +26.9% | -36.3% | +63.2% | +51.2% |
| YTD | +27.1% | -44.9% | +72.0% | +64.4% |
| 1Y | +9.3% | -38.6% | +47.9% | +28.7% |
| 3Y | +42.3% | +4.0% | +38.3% | -2.2% |
| All | -68.9% | +99.8% | -168.7% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling