+34.7%
DIS vs FICO
+514.7%
-480.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +5.7% | -0.3% | +5.9% | +5.7% |
| 30D | +12.7% | +1.7% | +11.0% | +11.5% |
| 3M | +15.2% | -35.2% | +50.4% | +25.8% |
| 6M | +17.6% | -33.7% | +51.2% | +25.8% |
| YTD | +3.8% | -58.2% | +62.0% | +25.6% |
| 1Y | +6.8% | -56.6% | +63.4% | +27.5% |
| 3Y | +42.1% | -24.0% | +66.1% | +30.8% |
| 5Y | -31.2% | +86.1% | -117.2% | -56.4% |
| All | +34.7% | +514.7% | -480.0% | -44.1% |
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 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