+65.7%
DIA vs FICO
+99.8%
-34.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +1.8% |
| 7D | -0.2% | -19.2% | +19.0% | +2.6% |
| 30D | -1.5% | -14.6% | +13.1% | +0.3% |
| 3M | +3.8% | -20.1% | +23.9% | +6.0% |
| 6M | +10.3% | -36.3% | +46.6% | +16.1% |
| YTD | +12.1% | -44.9% | +56.9% | +20.8% |
| 1Y | +18.6% | -38.6% | +57.3% | +24.4% |
| 3Y | +60.6% | +4.0% | +56.6% | +47.6% |
| All | +65.7% | +99.8% | -34.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling