+149.2%
FDX vs FICO
+512.2%
-363.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +6.6% | +3.3% | +3.3% | +4.9% |
| 3M | -2.1% | -31.7% | +29.7% | +5.2% |
| 6M | +2.2% | -34.0% | +36.1% | +8.7% |
| YTD | +33.9% | -58.3% | +92.3% | +60.8% |
| 1Y | +50.2% | -57.9% | +108.2% | +79.5% |
| 3Y | +65.5% | -24.1% | +89.6% | +50.5% |
| 5Y | +74.1% | +85.3% | -11.2% | +4.7% |
| All | +149.2% | +512.2% | -363.0% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling