+104,095.6%
FICO vs D
+2,347.4%
+101,748.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | +1.5% | -20.6% | -19.6% |
| 30D | -14.6% | -2.6% | -12.0% | -13.8% |
| 3M | -20.1% | 0.0% | -20.1% | -20.1% |
| 6M | -36.3% | +7.4% | -43.7% | -38.0% |
| YTD | -44.9% | +15.9% | -60.7% | -47.8% |
| 1Y | -38.6% | +18.1% | -56.7% | -42.4% |
| 3Y | +4.0% | +58.4% | -54.4% | -14.3% |
| 5Y | +99.5% | +5.2% | +94.3% | +89.2% |
| 10Y | +604.7% | +35.9% | +568.8% | +496.1% |
| All | +104,095.6% | +2,347.4% | +101,748.2% | +61,034.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling