-100.0%
DFNS vs FICO
+73.5%
-173.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -2.5% |
| 7D | -42.8% | -0.1% | -42.8% | -42.9% |
| 30D | -67.6% | +8.4% | -76.0% | -66.9% |
| 3M | -94.9% | -30.5% | -64.4% | -95.2% |
| 6M | -96.7% | -35.7% | -61.0% | -97.0% |
| YTD | -99.6% | -57.2% | -42.4% | -99.7% |
| 1Y | -99.7% | -58.4% | -41.3% | -99.8% |
| 3Y | -100.0% | -24.8% | -75.2% | -100.0% |
| 5Y | -100.0% | +79.3% | -179.2% | -100.0% |
| All | -100.0% | +73.5% | -173.5% | -100.0% |
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