+502.1%
FICO vs D
+44.7%
+457.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.3% | +6.9% | -7.2% | -2.6% |
| 30D | +1.7% | +12.3% | -10.6% | -2.3% |
| 3M | -35.2% | +3.0% | -38.2% | -35.9% |
| 6M | -33.7% | +12.8% | -46.4% | -36.5% |
| YTD | -58.2% | +22.6% | -80.7% | -61.2% |
| 1Y | -56.6% | +21.7% | -78.2% | -59.7% |
| 3Y | -24.0% | +83.9% | -107.9% | -40.9% |
| 5Y | +86.1% | +14.0% | +72.1% | +74.7% |
| All | +502.1% | +44.7% | +457.4% | +426.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling