+240.2%
DIA vs FICO
+512.2%
-272.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +0.3% | +3.3% | -3.1% | -1.1% |
| 3M | -4.5% | -31.7% | +27.2% | +1.5% |
| 6M | +3.4% | -34.0% | +37.3% | +9.0% |
| YTD | +7.8% | -58.3% | +66.1% | +26.5% |
| 1Y | +10.7% | -57.9% | +68.7% | +29.4% |
| 3Y | +57.5% | -24.1% | +81.6% | +45.4% |
| 5Y | +53.7% | +85.3% | -31.6% | -0.4% |
| All | +240.2% | +512.2% | -272.0% | +41.5% |
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