+99.1%
DE vs FICO
+91.4%
+7.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | +3.6% | +0.1% | +3.5% | +3.4% |
| 3M | +10.2% | -35.2% | +45.4% | +13.5% |
| 6M | +16.6% | -32.4% | +48.9% | +18.8% |
| YTD | +45.8% | -57.4% | +103.2% | +56.3% |
| 1Y | +43.9% | -58.5% | +102.4% | +54.8% |
| 3Y | +89.6% | -28.9% | +118.5% | +82.9% |
| All | +99.1% | +91.4% | +7.6% | +63.0% |
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