+2,662.4%
DELL vs FICO
+527.0%
+2,135.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -7.3% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | -32.1% | +0.1% | -32.2% | -32.7% |
| 3M | -30.2% | -35.2% | +4.9% | -23.9% |
| 6M | +41.7% | -32.4% | +74.1% | +47.2% |
| YTD | +176.6% | -57.4% | +234.0% | +232.0% |
| 1Y | +159.9% | -58.5% | +218.5% | +214.3% |
| 3Y | +388.0% | -28.9% | +416.8% | +345.3% |
| 5Y | +578.2% | +91.7% | +486.5% | +281.0% |
| All | +2,662.4% | +527.0% | +2,135.4% | +811.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling