-10.6%
BA vs FICO
-57.1%
+46.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.2% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | -8.2% | +1.7% | -9.8% | -8.2% |
| 3M | -25.4% | -33.0% | +7.7% | -25.1% |
| 6M | -20.0% | -33.9% | +13.8% | -20.6% |
| YTD | -18.5% | -58.5% | +40.1% | -16.3% |
| 1Y | -10.6% | -56.4% | +45.7% | -9.6% |
| All | -10.6% | -57.1% | +46.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling