+0.4%
DOW vs FICO
+171.7%
-171.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.2% |
| 7D | +3.7% | +1.4% | +2.2% | +3.3% |
| 30D | +16.3% | -0.8% | +17.1% | +15.9% |
| 3M | +9.7% | -31.3% | +41.0% | +16.1% |
| 6M | -14.1% | -33.9% | +19.9% | -9.5% |
| YTD | +46.6% | -57.6% | +104.2% | +69.8% |
| 1Y | +56.8% | -59.7% | +116.5% | +83.9% |
| 3Y | -20.4% | -28.0% | +7.7% | -25.5% |
| 5Y | -27.4% | +91.0% | -118.4% | -53.7% |
| All | +0.4% | +171.7% | -171.3% | -43.4% |
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