-4.6%
BA vs FICO
+4.8%
-9.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +2.6% |
| 7D | +1.2% | -19.2% | +20.3% | +3.3% |
| 30D | -11.6% | -14.6% | +3.0% | -10.4% |
| 3M | -2.4% | -20.1% | +17.7% | -1.0% |
| 6M | -6.6% | -36.3% | +29.7% | -2.4% |
| YTD | -2.2% | -44.9% | +42.6% | +4.4% |
| 1Y | -8.0% | -38.6% | +30.6% | -4.4% |
| All | -4.6% | +4.8% | -9.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling