+641.7%
BE vs FICO
+259.9%
+381.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.3% | -4.7% |
| 7D | -13.4% | +0.9% | -14.2% | -13.6% |
| 30D | -33.9% | +9.4% | -43.3% | -37.6% |
| 3M | -12.0% | -30.4% | +18.4% | -4.7% |
| 6M | -29.0% | -35.1% | +6.1% | -27.0% |
| YTD | +113.4% | -56.8% | +170.2% | +163.0% |
| 1Y | +33.2% | -58.4% | +91.6% | +68.7% |
| 3Y | +1,659.2% | -26.7% | +1,685.9% | +1,102.8% |
| 5Y | +461.4% | +88.0% | +373.3% | +56.0% |
| All | +641.7% | +259.9% | +381.7% | +1.5% |
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 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