+570.5%
XYZ vs FICO
+681.6%
-111.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.2% | +18.5% | +17.1% |
| 7D | +16.5% | +0.4% | +16.1% | +15.9% |
| 30D | +15.0% | +1.7% | +13.3% | +11.7% |
| 3M | +3.5% | -33.0% | +36.6% | +21.2% |
| 6M | +21.9% | -33.9% | +55.7% | +38.4% |
| YTD | +34.6% | -58.5% | +93.2% | +100.8% |
| 1Y | +20.7% | -56.4% | +77.1% | +72.5% |
| 3Y | +80.0% | -24.7% | +104.7% | +48.6% |
| 5Y | -64.6% | +83.1% | -147.7% | -85.7% |
| 10Y | +619.5% | +517.2% | +102.3% | +62.1% |
| All | +570.5% | +681.6% | -111.1% | +50.4% |
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