+30.5%
JD vs FICO
+512.2%
-481.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | -0.9% | +14.3% | +13.6% |
| 30D | +7.7% | +3.3% | +4.4% | +6.0% |
| 3M | -11.3% | -31.7% | +20.4% | -5.2% |
| 6M | -5.1% | -34.0% | +28.8% | +0.4% |
| YTD | +5.0% | -58.3% | +63.4% | +25.6% |
| 1Y | -5.6% | -57.9% | +52.3% | +12.3% |
| 3Y | +17.8% | -24.1% | +41.8% | +2.4% |
| 5Y | -57.2% | +85.3% | -142.5% | -75.7% |
| All | +30.5% | +512.2% | -481.7% | -59.7% |
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