-24.1%
FICO vs FND
-36.7%
+12.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +7.7% | -8.6% | -2.7% |
| 30D | +3.3% | +11.9% | -8.5% | +0.6% |
| 3M | -31.7% | -14.6% | -17.2% | -29.8% |
| 6M | -34.0% | +0.5% | -34.4% | -34.8% |
| YTD | -58.3% | -15.8% | -42.5% | -57.4% |
| 1Y | -57.9% | -12.9% | -45.0% | -57.4% |
| 3Y | -24.1% | -34.2% | +10.1% | -16.0% |
| All | -24.1% | -36.7% | +12.7% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling