-56.4%
FICO vs FDS
+31.1%
-87.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -4.8% |
| 7D | +0.4% | +9.4% | -9.0% | -4.8% |
| 30D | +1.7% | +23.8% | -22.1% | -9.6% |
| 3M | -33.0% | +25.1% | -58.2% | -40.4% |
| 6M | -33.9% | +53.8% | -87.7% | -46.6% |
| YTD | -58.5% | +19.6% | -78.1% | -64.0% |
| 1Y | -56.4% | +31.6% | -88.0% | -63.3% |
| All | -56.4% | +31.1% | -87.5% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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