+1,574.6%
BE vs FICO
+4.8%
+1,569.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -16.7% | +24.0% | +5.8% |
| 7D | +20.0% | -19.2% | +39.2% | +17.9% |
| 30D | +7.9% | -14.6% | +22.5% | +6.6% |
| 3M | -13.2% | -20.1% | +6.9% | -15.8% |
| 6M | +53.5% | -36.3% | +89.8% | +52.0% |
| YTD | +191.0% | -44.9% | +235.9% | +195.9% |
| 1Y | +360.5% | -38.6% | +399.1% | +352.8% |
| All | +1,574.6% | +4.8% | +1,569.8% | +1,335.3% |
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