-39.3%
FICO vs FND
-44.9%
+5.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.0% |
| 7D | -15.4% | +0.4% | -15.8% | -15.6% |
| 30D | -10.4% | -23.6% | +13.2% | -5.8% |
| 3M | -22.7% | +4.3% | -27.0% | -23.6% |
| 6M | -36.8% | -20.3% | -16.5% | -34.1% |
| YTD | -44.8% | -21.3% | -23.5% | -41.9% |
| 1Y | -39.3% | -45.4% | +6.0% | -22.5% |
| All | -39.3% | -44.9% | +5.5% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling