+602.8%
FICO vs FDS
+84.7%
+518.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.5% | -13.2% | -14.4% |
| 7D | -19.2% | -1.9% | -17.3% | -17.9% |
| 30D | -14.6% | +9.0% | -23.6% | -18.7% |
| 3M | -20.1% | +18.9% | -38.9% | -28.3% |
| 6M | -36.3% | +35.1% | -71.4% | -47.9% |
| YTD | -44.9% | +5.5% | -50.4% | -47.6% |
| 1Y | -38.6% | -16.8% | -21.8% | -32.7% |
| 3Y | +4.0% | -28.1% | +32.0% | +23.2% |
| 5Y | +99.5% | -17.4% | +116.9% | +108.7% |
| All | +602.8% | +84.7% | +518.1% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling