+782.7%
DE vs FICO
+535.6%
+247.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | +10.7% | +9.4% | +1.3% | +8.1% |
| 3M | +13.1% | -30.4% | +43.5% | +19.5% |
| 6M | +20.2% | -35.1% | +55.3% | +27.2% |
| YTD | +48.9% | -56.8% | +105.7% | +72.1% |
| 1Y | +46.6% | -58.4% | +105.0% | +71.2% |
| 3Y | +91.4% | -26.7% | +118.1% | +76.3% |
| 5Y | +108.1% | +88.0% | +20.1% | +29.7% |
| 10Y | +782.7% | +545.7% | +237.0% | +200.3% |
| All | +782.7% | +535.6% | +247.1% | +200.3% |
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