+4,015.0%
FICO vs FN
+3,620.5%
+394.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.1% | -19.8% | -17.2% |
| 7D | -19.2% | -1.7% | -17.5% | -19.0% |
| 30D | -14.6% | -22.0% | +7.4% | -11.7% |
| 3M | -20.1% | -43.0% | +22.9% | -13.7% |
| 6M | -36.3% | -27.7% | -8.6% | -36.4% |
| YTD | -44.9% | -10.5% | -34.3% | -48.2% |
| 1Y | -38.6% | +12.5% | -51.1% | -46.1% |
| 3Y | +4.0% | +153.8% | -149.8% | -29.9% |
| 5Y | +99.5% | +288.0% | -188.5% | +17.4% |
| 10Y | +604.7% | +906.4% | -301.7% | +222.2% |
| All | +4,015.0% | +3,620.5% | +394.4% | +1,249.3% |
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