+19.7%
BAC vs FICO
+84.1%
-64.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.0% | +1.7% | -9.7% | -8.6% |
| 3M | -20.9% | -35.2% | +14.3% | -16.9% |
| 6M | -5.4% | -33.7% | +28.3% | -2.2% |
| YTD | -8.1% | -58.2% | +50.1% | +2.9% |
| 1Y | -3.1% | -56.6% | +53.5% | +7.5% |
| 3Y | +88.1% | -24.0% | +112.1% | +80.6% |
| 5Y | +19.7% | +86.1% | -66.3% | -5.5% |
| All | +19.7% | +84.1% | -64.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling