+4.4%
FICO vs D
+56.9%
-52.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.5% |
| 7D | -19.2% | +0.4% | -19.6% | -19.2% |
| 30D | -14.6% | -3.6% | -11.0% | -14.2% |
| 3M | -20.1% | -1.0% | -19.1% | -19.9% |
| 6M | -36.3% | +6.3% | -42.6% | -36.8% |
| YTD | -44.9% | +14.7% | -59.6% | -45.6% |
| 1Y | -38.6% | +16.9% | -55.6% | -39.5% |
| All | +4.4% | +56.9% | -52.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling