+9.8%
YUM vs FICO
-59.4%
+69.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +10.0% | +0.1% | +9.9% | +9.9% |
| 3M | +7.5% | -35.2% | +42.6% | +9.2% |
| 6M | +8.8% | -32.4% | +41.1% | +9.3% |
| YTD | +8.2% | -57.4% | +65.6% | +16.3% |
| 1Y | +9.8% | -58.5% | +68.4% | +18.1% |
| All | +9.8% | -59.4% | +69.3% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling