+91.0%
FICO vs FND
-62.4%
+153.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.3% |
| 7D | +1.4% | -5.1% | +6.5% | +3.0% |
| 30D | -0.8% | +9.2% | -10.0% | -4.0% |
| 3M | -31.3% | -17.7% | -13.6% | -27.7% |
| 6M | -33.9% | +2.5% | -36.4% | -35.9% |
| YTD | -57.6% | -19.8% | -37.8% | -55.9% |
| 1Y | -59.7% | -22.7% | -37.0% | -57.7% |
| 3Y | -28.0% | -38.3% | +10.3% | -24.9% |
| 5Y | +91.0% | -63.0% | +153.9% | +112.1% |
| All | +91.0% | -62.4% | +153.4% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling