+84.4%
FICO vs FDS
-23.2%
+107.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +2.2% | +1.5% | +0.8% | +1.4% |
| 30D | +0.1% | +14.8% | -14.7% | -7.4% |
| 3M | -35.2% | +16.3% | -51.4% | -40.2% |
| 6M | -32.4% | +66.2% | -98.6% | -48.7% |
| YTD | -57.4% | +16.2% | -73.6% | -61.2% |
| 1Y | -58.5% | +21.8% | -80.4% | -63.4% |
| 3Y | -28.9% | -23.9% | -5.0% | -19.1% |
| All | +84.4% | -23.2% | +107.5% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling