+238.2%
FIS vs FICO
+2,985.2%
-2,747.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | -21.2% | -0.3% | -20.9% | -20.9% |
| 30D | -12.1% | +1.7% | -13.8% | -12.8% |
| 3M | -30.6% | -35.2% | +4.6% | -22.6% |
| 6M | -35.5% | -33.7% | -1.8% | -29.4% |
| YTD | -54.4% | -58.2% | +3.8% | -42.7% |
| 1Y | -52.9% | -56.6% | +3.7% | -41.6% |
| 3Y | -38.7% | -24.0% | -14.7% | -40.7% |
| 5Y | -70.4% | +86.1% | -156.5% | -79.8% |
| 10Y | -52.8% | +522.8% | -575.6% | -78.8% |
| All | +238.2% | +2,985.2% | -2,747.0% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling