+533.2%
XYZ vs FICO
+939.4%
-406.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +9.5% |
| 7D | -1.0% | -19.2% | +18.2% | +11.4% |
| 30D | -1.7% | -14.6% | +12.9% | +6.6% |
| 3M | +16.7% | -20.1% | +36.8% | +28.0% |
| 6M | +26.9% | -36.3% | +63.2% | +55.4% |
| YTD | +27.1% | -44.9% | +72.0% | +71.1% |
| 1Y | +9.3% | -38.6% | +47.9% | +32.1% |
| 3Y | +42.3% | +4.0% | +38.3% | +2.4% |
| 5Y | -69.3% | +99.5% | -168.8% | -86.9% |
| 10Y | +586.8% | +604.7% | -17.9% | +43.0% |
| All | +533.2% | +939.4% | -406.2% | +28.2% |
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