-4.9%
DOW vs FICO
+166.8%
-171.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -9.5% | -0.9% | -8.6% | -9.3% |
| 30D | +13.1% | +3.3% | +9.7% | +11.6% |
| 3M | +4.8% | -31.7% | +36.6% | +11.0% |
| 6M | -16.7% | -34.0% | +17.3% | -12.4% |
| YTD | +38.9% | -58.3% | +97.2% | +61.4% |
| 1Y | +48.3% | -57.9% | +106.2% | +71.6% |
| 3Y | -24.4% | -24.1% | -0.3% | -30.5% |
| 5Y | -29.2% | +85.3% | -114.5% | -54.5% |
| All | -4.9% | +166.8% | -171.7% | -46.2% |
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