+101.7%
FICO vs FN
+289.0%
-187.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.1% | -19.8% | -16.9% |
| 7D | -19.2% | -1.7% | -17.5% | -19.1% |
| 30D | -14.6% | -22.0% | +7.4% | -13.2% |
| 3M | -20.1% | -43.0% | +22.9% | -16.2% |
| 6M | -36.3% | -27.7% | -8.6% | -36.7% |
| YTD | -44.9% | -10.5% | -34.3% | -48.0% |
| 1Y | -38.6% | +12.5% | -51.1% | -45.5% |
| 3Y | +4.0% | +153.8% | -149.8% | -30.6% |
| All | +101.7% | +289.0% | -187.4% | +13.0% |
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 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