+1,502.7%
BA vs FICO
+78,251.7%
-76,749.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.7% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | -8.2% | +1.7% | -9.8% | -8.8% |
| 3M | -25.4% | -33.0% | +7.7% | -21.4% |
| 6M | -20.0% | -33.9% | +13.8% | -16.5% |
| YTD | -18.5% | -58.5% | +40.1% | -8.2% |
| 1Y | -10.6% | -56.4% | +45.7% | -0.5% |
| 3Y | -9.3% | -24.7% | +15.4% | -11.0% |
| 5Y | -16.9% | +83.1% | -100.0% | -32.0% |
| 10Y | +37.9% | +517.2% | -479.3% | -5.0% |
| All | +1,502.7% | +78,251.7% | -76,749.0% | +742.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling