+156.2%
FDX vs FICO
+514.7%
-358.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +9.6% | +1.7% | +7.9% | +8.3% |
| 3M | +2.4% | -35.2% | +37.6% | +11.5% |
| 6M | +9.2% | -33.7% | +42.9% | +16.0% |
| YTD | +37.7% | -58.2% | +95.9% | +65.2% |
| 1Y | +56.1% | -56.6% | +112.7% | +84.7% |
| 3Y | +68.9% | -24.0% | +92.9% | +53.6% |
| 5Y | +79.0% | +86.1% | -7.1% | +7.5% |
| All | +156.2% | +514.7% | -358.4% | -10.5% |
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