+237.1%
DIA vs FICO
+544.1%
-307.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.6% | +4.0% | -5.6% | -2.5% |
| 30D | +1.3% | -1.5% | +2.8% | +1.2% |
| 3M | -2.1% | -29.8% | +27.7% | +3.5% |
| 6M | +6.2% | -33.3% | +39.5% | +12.0% |
| YTD | +10.3% | -56.9% | +67.2% | +28.6% |
| 1Y | +11.0% | -59.5% | +70.5% | +31.4% |
| 3Y | +60.4% | -26.9% | +87.2% | +50.4% |
| 5Y | +59.1% | +92.9% | -33.8% | +2.0% |
| 10Y | +237.1% | +539.5% | -302.4% | +36.2% |
| All | +237.1% | +544.1% | -307.1% | +36.2% |
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