+94.7%
DE vs FICO
-27.0%
+121.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.3% | +4.0% | -1.7% | +2.1% |
| 30D | +9.3% | -1.5% | +10.9% | +9.4% |
| 3M | +12.2% | -29.8% | +42.0% | +13.4% |
| 6M | +18.1% | -33.3% | +51.3% | +19.2% |
| YTD | +49.8% | -56.9% | +106.6% | +56.8% |
| 1Y | +46.4% | -59.5% | +105.8% | +54.2% |
| All | +94.7% | -27.0% | +121.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling