-71.4%
FIS vs FICO
+81.4%
-152.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -25.5% | -0.9% | -24.5% | -25.1% |
| 30D | -15.1% | +3.3% | -18.4% | -15.9% |
| 3M | -32.1% | -31.7% | -0.4% | -27.0% |
| 6M | -36.1% | -34.0% | -2.1% | -31.2% |
| YTD | -55.4% | -58.3% | +2.9% | -46.6% |
| 1Y | -53.9% | -57.9% | +4.0% | -44.9% |
| 3Y | -39.8% | -24.1% | -15.7% | -43.2% |
| All | -71.4% | +81.4% | -152.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling