+1,376.8%
BAC vs FICO
+104,095.6%
-102,718.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +4.0% |
| 7D | +1.1% | -19.2% | +20.3% | +6.0% |
| 30D | -0.4% | -14.6% | +14.2% | +2.7% |
| 3M | +16.9% | -20.1% | +37.0% | +21.3% |
| 6M | +26.6% | -36.3% | +62.9% | +36.9% |
| YTD | +15.8% | -44.9% | +60.6% | +29.4% |
| 1Y | +27.2% | -38.6% | +65.8% | +36.8% |
| 3Y | +132.4% | +4.0% | +128.4% | +112.3% |
| 5Y | +72.6% | +99.5% | -27.0% | +29.1% |
| 10Y | +389.7% | +604.7% | -214.9% | +159.6% |
| All | +1,376.8% | +104,095.6% | -102,718.7% | +389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling