+531.6%
FICO vs DTE
+138.9%
+392.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.4% |
| 7D | -0.1% | +1.8% | -1.9% | -1.1% |
| 30D | +8.4% | +9.0% | -0.6% | +3.4% |
| 3M | -30.5% | -0.2% | -30.3% | -30.6% |
| 6M | -35.7% | +0.1% | -35.8% | -36.1% |
| YTD | -57.2% | +10.0% | -67.2% | -59.9% |
| 1Y | -58.4% | +4.7% | -63.1% | -60.0% |
| 3Y | -24.8% | +55.7% | -80.5% | -44.3% |
| 5Y | +79.3% | +45.1% | +34.1% | +35.5% |
| 10Y | +531.6% | +145.1% | +386.6% | +256.5% |
| All | +531.6% | +138.9% | +392.7% | +256.5% |
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