+593.0%
BE vs FICO
+247.1%
+345.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.5% | -14.1% | -13.8% |
| 7D | -14.7% | -0.9% | -13.8% | -14.4% |
| 30D | -40.5% | +3.3% | -43.9% | -42.7% |
| 3M | -24.3% | -31.7% | +7.4% | -17.6% |
| 6M | -39.3% | -34.0% | -5.3% | -39.0% |
| YTD | +99.4% | -58.3% | +157.7% | +149.3% |
| 1Y | +26.6% | -57.9% | +84.5% | +57.4% |
| 3Y | +1,616.9% | -24.1% | +1,641.0% | +1,020.0% |
| 5Y | +441.4% | +85.3% | +356.1% | +49.8% |
| All | +593.0% | +247.1% | +345.9% | -3.8% |
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 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