+83.1%
FICO vs FN
+197.1%
-113.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.7% | -2.8% |
| 7D | +0.4% | -7.0% | +7.4% | +0.8% |
| 30D | +1.7% | -24.7% | +26.4% | +3.5% |
| 3M | -33.0% | -35.7% | +2.6% | -31.3% |
| 6M | -33.9% | -52.4% | +18.5% | -30.4% |
| YTD | -58.5% | -25.0% | -33.6% | -60.7% |
| 1Y | -56.4% | -25.7% | -30.7% | -58.8% |
| 3Y | -24.7% | +110.2% | -134.9% | -49.9% |
| 5Y | +83.1% | +192.3% | -109.2% | +1.2% |
| All | +83.1% | +197.1% | -113.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling