-28.0%
FICO vs FND
-35.3%
+7.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +4.0% | -4.4% | +8.4% | +4.9% |
| 30D | -1.5% | +14.5% | -16.0% | -4.6% |
| 3M | -29.8% | -15.6% | -14.2% | -27.6% |
| 6M | -33.3% | +4.7% | -38.0% | -34.7% |
| YTD | -56.9% | -16.1% | -40.7% | -55.9% |
| 1Y | -59.5% | -16.0% | -43.5% | -58.7% |
| All | -28.0% | -35.3% | +7.3% | -20.6% |
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