+598.5%
FICO vs FND
+66.0%
+532.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -17.2% |
| 7D | -19.2% | -5.2% | -14.0% | -17.9% |
| 30D | -14.6% | -19.9% | +5.3% | -8.5% |
| 3M | -20.1% | +2.7% | -22.8% | -21.8% |
| 6M | -36.3% | -21.7% | -14.6% | -32.4% |
| YTD | -44.9% | -17.5% | -27.3% | -42.8% |
| 1Y | -38.6% | -39.3% | +0.7% | -29.9% |
| 3Y | +4.0% | -49.8% | +53.8% | +19.7% |
| 5Y | +99.5% | -60.1% | +159.6% | +133.9% |
| All | +598.5% | +66.0% | +532.4% | +409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling