-37.4%
FIS vs FICO
+605.7%
-643.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +4.9% |
| 7D | +1.1% | -19.2% | +20.3% | +8.1% |
| 30D | -2.2% | -14.6% | +12.4% | +2.4% |
| 3M | +2.1% | -20.1% | +22.2% | +8.3% |
| 6M | -14.7% | -36.3% | +21.7% | -3.4% |
| YTD | -35.7% | -44.9% | +9.2% | -23.4% |
| 1Y | -37.1% | -38.6% | +1.6% | -28.9% |
| 3Y | -20.0% | +4.0% | -24.0% | -32.4% |
| 5Y | -62.1% | +99.5% | -161.7% | -77.2% |
| All | -37.4% | +605.7% | -643.1% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling