-52.0%
FIS vs FICO
+544.1%
-596.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +7.0% | +6.8% |
| 7D | +1.5% | +4.0% | -2.5% | +0.2% |
| 30D | -11.8% | -1.5% | -10.3% | -11.5% |
| 3M | -28.5% | -29.8% | +1.3% | -21.9% |
| 6M | -27.0% | -33.3% | +6.2% | -20.0% |
| YTD | -53.1% | -56.9% | +3.8% | -40.6% |
| 1Y | -52.8% | -59.5% | +6.7% | -38.9% |
| 3Y | -37.5% | -26.9% | -10.6% | -41.1% |
| 5Y | -71.1% | +92.9% | -164.0% | -83.4% |
| 10Y | -52.0% | +539.5% | -591.5% | -83.7% |
| All | -52.0% | +544.1% | -596.1% | -83.7% |
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