-24.4%
DOW vs FICO
-24.3%
-0.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -9.5% | -0.9% | -8.6% | -9.5% |
| 30D | +13.1% | +3.3% | +9.7% | +12.5% |
| 3M | +4.8% | -31.7% | +36.6% | +7.0% |
| 6M | -16.7% | -34.0% | +17.3% | -15.1% |
| YTD | +38.9% | -58.3% | +97.2% | +49.4% |
| 1Y | +48.3% | -57.9% | +106.2% | +59.1% |
| 3Y | -24.4% | -24.1% | -0.3% | -25.5% |
| All | -24.4% | -24.3% | -0.1% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling