-24.1%
FICO vs DTE
+49.5%
-73.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +3.3% | +6.2% | -2.8% | +2.3% |
| 3M | -31.7% | -2.6% | -29.1% | -31.5% |
| 6M | -34.0% | -3.5% | -30.4% | -33.6% |
| YTD | -58.3% | +7.4% | -65.7% | -59.0% |
| 1Y | -57.9% | +4.2% | -62.1% | -58.3% |
| 3Y | -24.1% | +51.7% | -75.8% | -29.4% |
| All | -24.1% | +49.5% | -73.5% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling