+54.3%
DIA vs FICO
+84.1%
-29.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.6% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | 0.0% | +1.7% | -1.8% | -0.6% |
| 3M | -4.9% | -35.2% | +30.3% | -0.7% |
| 6M | +5.0% | -33.7% | +38.7% | +8.3% |
| YTD | +8.2% | -58.2% | +66.4% | +19.5% |
| 1Y | +10.3% | -56.6% | +66.9% | +20.9% |
| 3Y | +58.4% | -24.0% | +82.3% | +50.8% |
| 5Y | +54.3% | +86.1% | -31.7% | +19.3% |
| All | +54.3% | +84.1% | -29.7% | +19.3% |
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