+865.7%
DE vs FICO
+606.0%
+259.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +3.6% |
| 7D | +10.0% | -19.2% | +29.2% | +14.9% |
| 30D | +13.3% | -14.6% | +27.9% | +16.5% |
| 3M | +17.5% | -20.1% | +37.6% | +21.5% |
| 6M | +13.6% | -36.3% | +49.9% | +22.6% |
| YTD | +49.8% | -44.9% | +94.6% | +67.2% |
| 1Y | +47.9% | -38.6% | +86.5% | +58.4% |
| 3Y | +72.5% | +4.0% | +68.5% | +47.7% |
| 5Y | +90.2% | +99.5% | -9.3% | +23.8% |
| All | +865.7% | +606.0% | +259.7% | +238.3% |
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