+27.2%
BAC vs FICO
-39.1%
+66.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +0.5% |
| 7D | +1.1% | -19.2% | +20.3% | +1.7% |
| 30D | -0.4% | -14.6% | +14.2% | 0.0% |
| 3M | +16.9% | -20.1% | +37.0% | +17.2% |
| 6M | +26.6% | -36.3% | +62.9% | +28.6% |
| YTD | +15.8% | -44.9% | +60.6% | +17.8% |
| 1Y | +27.2% | -38.6% | +65.8% | +29.9% |
| All | +27.2% | -39.1% | +66.2% | +29.9% |
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