+538.9%
FICO vs DTE
+151.2%
+387.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.4% | +3.2% | -1.8% | -0.3% |
| 30D | -0.8% | +8.5% | -9.3% | -5.1% |
| 3M | -31.3% | +1.3% | -32.6% | -31.9% |
| 6M | -33.9% | -0.7% | -33.2% | -34.0% |
| YTD | -57.6% | +10.6% | -68.2% | -60.4% |
| 1Y | -59.7% | +2.6% | -62.3% | -60.7% |
| 3Y | -28.0% | +56.5% | -84.5% | -46.8% |
| 5Y | +91.0% | +46.7% | +44.2% | +43.4% |
| All | +538.9% | +151.2% | +387.7% | +260.2% |
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