-23.8%
FICO vs FN
+80.0%
-103.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.2% | +0.8% |
| 7D | -0.3% | -16.0% | +15.7% | -0.4% |
| 30D | +1.7% | -40.1% | +41.8% | +1.6% |
| 3M | -35.2% | -43.9% | +8.7% | -35.2% |
| 6M | -33.7% | -55.6% | +22.0% | -33.1% |
| YTD | -58.2% | -35.7% | -22.5% | -60.0% |
| 1Y | -56.6% | -39.8% | -16.7% | -58.3% |
| All | -23.8% | +80.0% | -103.8% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling