-64.6%
XYZ vs FICO
+84.1%
-148.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +9.2% | -0.3% | +9.5% | +9.1% |
| 30D | +9.8% | +1.7% | +8.1% | +7.5% |
| 3M | -0.2% | -35.2% | +35.0% | +15.7% |
| 6M | +18.0% | -33.7% | +51.6% | +30.9% |
| YTD | +29.1% | -58.2% | +87.3% | +80.7% |
| 1Y | +14.1% | -56.6% | +70.7% | +55.2% |
| 3Y | +72.6% | -24.0% | +96.6% | +33.5% |
| 5Y | -64.6% | +86.1% | -150.7% | -85.7% |
| All | -64.6% | +84.1% | -148.7% | -85.7% |
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