+56.1%
FDX vs FICO
-55.7%
+111.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.8% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +9.6% | +1.7% | +7.9% | +9.5% |
| 3M | +2.4% | -35.2% | +37.6% | +3.1% |
| 6M | +9.2% | -33.7% | +42.9% | +10.0% |
| YTD | +37.7% | -58.2% | +95.9% | +45.2% |
| 1Y | +56.1% | -56.6% | +112.7% | +60.1% |
| All | +56.1% | -55.7% | +111.9% | +60.1% |
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