+2,566.3%
DELL vs FICO
+535.6%
+2,030.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.7% |
| 7D | -18.1% | +0.9% | -19.0% | -18.3% |
| 30D | -42.9% | +9.4% | -52.3% | -44.9% |
| 3M | -26.9% | -30.4% | +3.5% | -21.9% |
| 6M | +28.8% | -35.1% | +63.9% | +35.9% |
| YTD | +168.4% | -56.8% | +225.2% | +221.0% |
| 1Y | +136.8% | -58.4% | +195.2% | +186.4% |
| 3Y | +375.3% | -26.7% | +402.0% | +329.4% |
| 5Y | +551.0% | +88.0% | +463.0% | +270.3% |
| 10Y | +2,566.3% | +545.7% | +2,020.6% | +778.0% |
| All | +2,566.3% | +535.6% | +2,030.7% | +778.0% |
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 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