+87.4%
BAC vs FICO
-24.3%
+111.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | -7.7% | +3.3% | -11.0% | -8.2% |
| 3M | -21.2% | -31.7% | +10.6% | -18.8% |
| 6M | -6.8% | -34.0% | +27.1% | -4.8% |
| YTD | -8.7% | -58.3% | +49.6% | +0.1% |
| 1Y | -5.3% | -57.9% | +52.6% | +3.5% |
| 3Y | +87.4% | -24.1% | +111.5% | +103.1% |
| All | +87.4% | -24.3% | +111.7% | +103.1% |
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