-6.2%
DOW vs FICO
+174.1%
-180.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | -9.4% | -0.1% | -9.4% | -9.4% |
| 30D | +8.9% | +8.4% | +0.5% | +6.5% |
| 3M | +6.7% | -30.5% | +37.2% | +12.7% |
| 6M | -14.2% | -35.7% | +21.5% | -9.0% |
| YTD | +36.9% | -57.2% | +94.1% | +58.3% |
| 1Y | +45.8% | -58.4% | +104.2% | +69.6% |
| 3Y | -23.9% | -24.8% | +0.9% | -29.7% |
| 5Y | -30.8% | +79.3% | -110.0% | -54.6% |
| All | -6.2% | +174.1% | -180.3% | -47.3% |
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