+31.1%
BA vs FICO
+514.7%
-483.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -9.1% | +1.7% | -10.8% | -10.5% |
| 3M | -28.2% | -35.2% | +7.0% | -20.3% |
| 6M | -23.1% | -33.7% | +10.5% | -17.6% |
| YTD | -20.6% | -58.2% | +37.6% | -0.4% |
| 1Y | -12.7% | -56.6% | +43.9% | +7.4% |
| 3Y | -11.6% | -24.0% | +12.4% | -23.8% |
| 5Y | -23.1% | +86.1% | -109.2% | -61.7% |
| All | +31.1% | +514.7% | -483.6% | -62.8% |
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