+26.5%
BAC vs FICO
-39.1%
+65.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | 0.0% |
| 7D | +0.6% | -19.2% | +19.8% | +1.3% |
| 30D | -0.9% | -14.6% | +13.7% | -0.4% |
| 3M | +16.3% | -20.1% | +36.4% | +16.7% |
| 6M | +26.0% | -36.3% | +62.3% | +28.0% |
| YTD | +15.2% | -44.9% | +60.1% | +17.3% |
| 1Y | +26.5% | -38.6% | +65.1% | +29.3% |
| All | +26.5% | -39.1% | +65.6% | +29.3% |
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