-32.8%
FPS vs FICO
-49.3%
+16.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +6.8% |
| 7D | -24.5% | -0.9% | -23.6% | -24.8% |
| 30D | -52.1% | +3.3% | -55.4% | -51.1% |
| 3M | -48.4% | -31.7% | -16.6% | -53.0% |
| 6M | -54.4% | -34.0% | -20.4% | -59.8% |
| All | -32.8% | -49.3% | +16.5% | -42.0% |
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