+14,001.9%
DE vs FICO
+78,963.7%
-64,961.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -2.9% | +1.7% | -4.6% | -3.5% |
| 3M | +8.6% | -35.2% | +43.8% | +15.0% |
| 6M | +15.8% | -33.7% | +49.4% | +20.8% |
| YTD | +43.6% | -58.2% | +101.8% | +60.9% |
| 1Y | +41.6% | -56.6% | +98.2% | +57.5% |
| 3Y | +80.7% | -24.0% | +104.6% | +75.4% |
| 5Y | +99.3% | +86.1% | +13.3% | +59.0% |
| 10Y | +777.0% | +522.8% | +254.2% | +456.9% |
| All | +14,001.9% | +78,963.7% | -64,961.8% | +5,426.3% |
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