+101.7%
FICO vs FDS
-17.4%
+119.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.5% | -13.2% | -14.8% |
| 7D | -19.2% | -1.9% | -17.3% | -18.1% |
| 30D | -14.6% | +9.0% | -23.6% | -18.0% |
| 3M | -20.1% | +18.9% | -38.9% | -26.6% |
| 6M | -36.3% | +35.1% | -71.4% | -45.7% |
| YTD | -44.9% | +5.5% | -50.4% | -46.9% |
| 1Y | -38.6% | -16.8% | -21.8% | -33.0% |
| 3Y | +4.0% | -28.1% | +32.0% | +21.1% |
| All | +101.7% | -17.4% | +119.1% | +129.1% |
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