+73.5%
BA vs FICO
+605.7%
-532.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +6.7% |
| 7D | +1.2% | -19.2% | +20.3% | +8.2% |
| 30D | -11.6% | -14.6% | +3.0% | -7.7% |
| 3M | -2.4% | -20.1% | +17.7% | +2.4% |
| 6M | -6.6% | -36.3% | +29.7% | +4.9% |
| YTD | -2.2% | -44.9% | +42.6% | +15.4% |
| 1Y | -8.0% | -38.6% | +30.6% | +1.6% |
| 3Y | -5.0% | +4.0% | -9.0% | -24.7% |
| 5Y | -2.7% | +99.5% | -102.2% | -48.5% |
| All | +73.5% | +605.7% | -532.3% | -52.2% |
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