+7,330.9%
FICO vs FDS
+9,502.8%
-2,172.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.5% | -13.2% | -15.4% |
| 7D | -19.2% | -1.9% | -17.3% | -18.4% |
| 30D | -14.6% | +9.0% | -23.6% | -17.0% |
| 3M | -20.1% | +18.9% | -38.9% | -24.8% |
| 6M | -36.3% | +35.1% | -71.4% | -42.9% |
| YTD | -44.9% | +5.5% | -50.4% | -46.3% |
| 1Y | -38.6% | -16.8% | -21.8% | -35.4% |
| 3Y | +4.0% | -28.1% | +32.0% | +14.6% |
| 5Y | +99.5% | -17.4% | +116.9% | +109.2% |
| 10Y | +604.7% | +85.4% | +519.2% | +477.5% |
| All | +7,330.9% | +9,502.8% | -2,172.0% | +3,107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling