+214.5%
BAC vs FICO
+524.6%
-310.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.2% |
| 30D | -6.4% | -0.8% | -5.6% | -6.7% |
| 3M | -21.7% | -31.3% | +9.6% | -16.3% |
| 6M | +0.5% | -33.9% | +34.4% | +6.6% |
| YTD | -6.7% | -57.6% | +50.9% | +11.2% |
| 1Y | -4.7% | -59.7% | +55.0% | +15.3% |
| 3Y | +96.1% | -28.0% | +124.1% | +84.1% |
| 5Y | +21.7% | +91.0% | -69.3% | -25.4% |
| All | +214.5% | +524.6% | -310.1% | +3.3% |
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 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