+89.6%
DE vs FICO
-27.8%
+117.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | +0.2% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +10.2% | -35.2% | +45.4% | +11.9% |
| 6M | +16.6% | -32.4% | +48.9% | +17.5% |
| YTD | +45.8% | -57.4% | +103.2% | +52.7% |
| 1Y | +43.9% | -58.5% | +102.4% | +51.1% |
| 3Y | +89.6% | -28.9% | +118.5% | +98.7% |
| All | +89.6% | -27.8% | +117.5% | +98.7% |
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 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