+34.2%
DIS vs FICO
+512.2%
-478.0%
-60.7%
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 | +5.2% | -0.9% | +6.2% | +5.4% |
| 30D | +11.5% | +3.3% | +8.1% | +9.8% |
| 3M | +11.5% | -31.7% | +43.3% | +20.1% |
| 6M | +8.9% | -34.0% | +42.8% | +16.6% |
| YTD | +3.4% | -58.3% | +61.7% | +25.2% |
| 1Y | +7.2% | -57.9% | +65.1% | +29.3% |
| 3Y | +43.3% | -24.1% | +67.4% | +31.9% |
| 5Y | -31.4% | +85.3% | -116.7% | -56.5% |
| All | +34.2% | +512.2% | -478.0% | -44.3% |
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 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