-29.8%
DOW vs FICO
+76.6%
-106.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -9.5% | -0.9% | -8.6% | -9.4% |
| 30D | +13.1% | +3.3% | +9.7% | +12.3% |
| 3M | +4.8% | -31.7% | +36.6% | +8.0% |
| 6M | -16.7% | -34.0% | +17.3% | -14.4% |
| YTD | +38.9% | -58.3% | +97.2% | +51.4% |
| 1Y | +48.3% | -57.9% | +106.2% | +61.2% |
| 3Y | -24.4% | -24.1% | -0.3% | -27.1% |
| All | -29.8% | +76.6% | -106.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling