+602.8%
FICO vs DTE
+138.6%
+464.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -15.4% | +0.9% | -16.3% | -15.8% |
| 30D | -10.4% | -1.9% | -8.5% | -9.5% |
| 3M | -22.7% | -3.3% | -19.4% | -21.3% |
| 6M | -36.8% | -7.1% | -29.6% | -34.6% |
| YTD | -44.8% | +8.1% | -52.9% | -47.7% |
| 1Y | -39.3% | +5.3% | -44.6% | -41.8% |
| 3Y | +3.7% | +48.2% | -44.4% | -21.0% |
| 5Y | +101.7% | +33.2% | +68.5% | +61.3% |
| 10Y | +602.8% | +137.5% | +465.2% | +283.8% |
| All | +602.8% | +138.6% | +464.2% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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