+14,609.3%
DE vs FICO
+104,095.6%
-89,486.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +2.9% |
| 7D | +10.0% | -19.2% | +29.2% | +13.9% |
| 30D | +13.3% | -14.6% | +27.9% | +15.9% |
| 3M | +17.5% | -20.1% | +37.6% | +20.8% |
| 6M | +13.6% | -36.3% | +49.9% | +20.3% |
| YTD | +49.8% | -44.9% | +94.6% | +62.2% |
| 1Y | +47.9% | -38.6% | +86.5% | +56.0% |
| 3Y | +72.5% | +4.0% | +68.5% | +60.5% |
| 5Y | +90.2% | +99.5% | -9.3% | +52.6% |
| 10Y | +865.4% | +604.7% | +260.7% | +507.3% |
| All | +14,609.3% | +104,095.6% | -89,486.3% | +5,470.0% |
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 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