+5,538.5%
FICO vs FDS
+10,727.5%
-5,189.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.3% | +6.4% | -6.6% | -2.6% |
| 30D | +1.7% | +25.2% | -23.5% | -6.3% |
| 3M | -35.2% | +22.9% | -58.1% | -39.7% |
| 6M | -33.7% | +56.5% | -90.2% | -43.7% |
| YTD | -58.2% | +19.0% | -77.1% | -61.0% |
| 1Y | -56.6% | +32.7% | -89.3% | -61.2% |
| 3Y | -24.0% | -20.4% | -3.6% | -19.3% |
| 5Y | +86.1% | -19.6% | +105.7% | +96.5% |
| 10Y | +522.8% | +148.5% | +374.3% | +364.9% |
| All | +5,538.5% | +10,727.5% | -5,189.0% | +2,229.0% |
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