+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.2% |
| 7D | -19.2% | +0.4% | -19.6% | -19.2% |
| 30D | -14.6% | -3.6% | -11.0% | -13.4% |
| 3M | -20.1% | -1.0% | -19.1% | -19.8% |
| 6M | -36.3% | +6.3% | -42.6% | -37.8% |
| YTD | -44.9% | +14.7% | -59.6% | -47.6% |
| 1Y | -38.6% | +16.9% | -55.6% | -42.2% |
| 3Y | +4.0% | +56.8% | -52.8% | -13.9% |
| 5Y | +99.5% | +5.2% | +94.3% | +89.3% |
| 10Y | +604.7% | +35.9% | +568.8% | +496.3% |
| All | +104,095.6% | +2,347.4% | +101,748.2% | +61,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling