+499.7%
FICO vs DG
+122.0%
+377.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +3.3% | +9.5% | -6.2% | +1.1% |
| 3M | -31.7% | +5.5% | -37.2% | -32.7% |
| 6M | -34.0% | +16.1% | -50.1% | -36.4% |
| YTD | -58.3% | +2.7% | -61.0% | -58.9% |
| 1Y | -57.9% | +42.1% | -100.0% | -61.3% |
| 3Y | -24.1% | +19.3% | -43.3% | -30.7% |
| 5Y | +85.3% | -35.3% | +120.7% | +105.5% |
| All | +499.7% | +122.0% | +377.7% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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