+98.7%
DE vs FICO
+81.4%
+17.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -0.6% | -0.9% | +0.4% | -0.5% |
| 30D | +2.3% | +3.3% | -1.1% | +1.8% |
| 3M | +9.5% | -31.7% | +41.2% | +12.1% |
| 6M | +14.1% | -34.0% | +48.1% | +16.4% |
| YTD | +45.4% | -58.3% | +103.7% | +56.2% |
| 1Y | +42.9% | -57.9% | +100.8% | +53.2% |
| 3Y | +84.8% | -24.1% | +108.9% | +76.1% |
| All | +98.7% | +81.4% | +17.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling