+14,606.5%
DE vs FICO
+81,361.1%
-66,754.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.3% | +4.0% | -1.7% | +1.6% |
| 30D | +9.3% | -1.5% | +10.9% | +9.3% |
| 3M | +12.2% | -29.8% | +42.0% | +17.1% |
| 6M | +18.1% | -33.3% | +51.3% | +23.2% |
| YTD | +49.8% | -56.9% | +106.6% | +67.0% |
| 1Y | +46.4% | -59.5% | +105.8% | +65.0% |
| 3Y | +92.5% | -26.9% | +119.4% | +88.4% |
| 5Y | +107.4% | +92.9% | +14.5% | +64.5% |
| 10Y | +784.1% | +539.5% | +244.6% | +458.9% |
| All | +14,606.5% | +81,361.1% | -66,754.6% | +5,633.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling