+427.9%
FICO vs FND
+69.4%
+358.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +7.7% | -8.6% | -3.7% |
| 30D | +3.3% | +11.9% | -8.5% | -0.9% |
| 3M | -31.7% | -14.6% | -17.2% | -28.9% |
| 6M | -34.0% | +0.5% | -34.4% | -35.5% |
| YTD | -58.3% | -15.8% | -42.5% | -57.4% |
| 1Y | -57.9% | -12.9% | -45.0% | -57.6% |
| 3Y | -24.1% | -34.2% | +10.1% | -21.1% |
| 5Y | +85.3% | -61.6% | +146.9% | +119.1% |
| All | +427.9% | +69.4% | +358.4% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling