-24.1%
FICO vs D
+79.5%
-103.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.9% | +3.0% | -3.9% | -1.4% |
| 30D | +3.3% | +11.5% | -8.1% | +1.7% |
| 3M | -31.7% | +3.7% | -35.5% | -32.2% |
| 6M | -34.0% | +13.5% | -47.5% | -35.1% |
| YTD | -58.3% | +20.7% | -79.1% | -59.3% |
| 1Y | -57.9% | +18.2% | -76.2% | -58.8% |
| 3Y | -24.1% | +73.3% | -97.4% | -24.6% |
| All | -24.1% | +79.5% | -103.6% | -24.6% |
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