+499.7%
FICO vs FN
+753.0%
-253.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.1% |
| 7D | -0.9% | 0.0% | -0.9% | -1.4% |
| 30D | +3.3% | -34.3% | +37.7% | +9.1% |
| 3M | -31.7% | -39.9% | +8.1% | -27.7% |
| 6M | -34.0% | -51.8% | +17.9% | -28.9% |
| YTD | -58.3% | -28.1% | -30.2% | -60.5% |
| 1Y | -57.9% | -29.1% | -28.9% | -60.3% |
| 3Y | -24.1% | +102.4% | -126.5% | -51.2% |
| 5Y | +85.3% | +171.7% | -86.3% | +3.9% |
| All | +499.7% | +753.0% | -253.4% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling