+549.1%
FICO vs DGX
+278.3%
+270.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | -1.5% | +11.2% | -12.7% | -6.6% |
| 3M | -29.8% | +9.3% | -39.1% | -32.6% |
| 6M | -33.3% | +37.4% | -70.6% | -42.8% |
| YTD | -56.9% | +51.6% | -108.5% | -65.1% |
| 1Y | -59.5% | +39.3% | -98.7% | -65.8% |
| 3Y | -26.9% | +106.1% | -133.0% | -50.8% |
| 5Y | +92.9% | +92.2% | +0.7% | +32.1% |
| All | +549.1% | +278.3% | +270.8% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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