+34.4%
JD vs FICO
+527.0%
-492.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +2.2% | -6.3% | -4.7% |
| 30D | +4.6% | +0.1% | +4.5% | +4.1% |
| 3M | -4.7% | -35.2% | +30.4% | +3.5% |
| 6M | -17.4% | -32.4% | +15.0% | -12.9% |
| YTD | +0.7% | -57.4% | +58.1% | +19.7% |
| 1Y | -5.9% | -58.5% | +52.7% | +12.7% |
| 3Y | +18.9% | -28.9% | +47.7% | +6.7% |
| 5Y | -62.9% | +91.7% | -154.6% | -79.1% |
| All | +34.4% | +527.0% | -492.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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