+2,994.3%
FICO vs FN
+3,020.0%
-25.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.7% | -2.2% |
| 7D | +0.4% | -7.0% | +7.4% | +1.3% |
| 30D | +1.7% | -24.7% | +26.4% | +5.7% |
| 3M | -33.0% | -35.7% | +2.6% | -29.4% |
| 6M | -33.9% | -52.4% | +18.5% | -28.1% |
| YTD | -58.5% | -25.0% | -33.6% | -60.4% |
| 1Y | -56.4% | -25.7% | -30.7% | -58.6% |
| 3Y | -24.7% | +110.2% | -134.9% | -48.1% |
| 5Y | +83.1% | +192.3% | -109.2% | +12.7% |
| 10Y | +517.2% | +812.3% | -295.1% | +183.1% |
| All | +2,994.3% | +3,020.0% | -25.7% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling