-12.7%
BA vs FICO
-55.7%
+43.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.6% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -9.1% | +1.7% | -10.8% | -9.2% |
| 3M | -28.2% | -35.2% | +7.0% | -27.9% |
| 6M | -23.1% | -33.7% | +10.5% | -23.7% |
| YTD | -20.6% | -58.2% | +37.6% | -18.3% |
| 1Y | -12.7% | -56.6% | +43.9% | -11.4% |
| All | -12.7% | -55.7% | +43.0% | -11.4% |
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