+79.3%
FICO vs FDS
-23.2%
+102.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -0.1% | -5.0% | +4.9% | +2.6% |
| 30D | +8.4% | +13.8% | -5.4% | +0.9% |
| 3M | -30.5% | +14.8% | -45.3% | -35.4% |
| 6M | -35.7% | +47.4% | -83.1% | -48.0% |
| YTD | -57.2% | +14.2% | -71.3% | -60.6% |
| 1Y | -58.4% | +26.6% | -85.0% | -64.1% |
| 3Y | -24.8% | -24.4% | -0.4% | -14.3% |
| 5Y | +79.3% | -22.6% | +101.9% | +94.2% |
| All | +79.3% | -23.2% | +102.4% | +94.2% |
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