+465.4%
BE vs FICO
+81.4%
+384.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +11.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -30.9% | +8.4% | -39.3% | -32.0% |
| 3M | -11.6% | -30.5% | +18.9% | -8.7% |
| 6M | -25.7% | -35.7% | +10.0% | -25.8% |
| YTD | +123.1% | -57.2% | +180.3% | +151.7% |
| 1Y | +43.4% | -58.4% | +101.8% | +64.2% |
| 3Y | +1,683.6% | -24.8% | +1,708.4% | +1,166.4% |
| 5Y | +465.4% | +79.3% | +386.1% | +121.5% |
| All | +465.4% | +81.4% | +384.0% | +121.5% |
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 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