-55.1%
FIS vs FICO
-58.1%
+3.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -27.4% | +0.9% | -28.3% | -27.4% |
| 30D | -16.8% | +9.4% | -26.3% | -18.6% |
| 3M | -32.6% | -30.4% | -2.2% | -27.9% |
| 6M | -33.4% | -35.1% | +1.7% | -28.2% |
| YTD | -56.0% | -56.8% | +0.7% | -45.6% |
| 1Y | -55.1% | -58.4% | +3.3% | -43.8% |
| All | -55.1% | -58.1% | +3.1% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling