+526.2%
BE vs FICO
+82.4%
+443.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -6.0% |
| 7D | -12.1% | +0.4% | -12.5% | -12.2% |
| 30D | -30.1% | +1.7% | -31.7% | -30.7% |
| 3M | -12.1% | -33.0% | +20.9% | -8.7% |
| 6M | -30.6% | -33.9% | +3.3% | -32.0% |
| YTD | +130.6% | -58.5% | +189.2% | +161.6% |
| 1Y | +55.3% | -56.4% | +111.6% | +72.4% |
| 3Y | +1,755.6% | -24.7% | +1,780.2% | +1,186.5% |
| All | +526.2% | +82.4% | +443.9% | +134.1% |
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