+570.1%
BE vs FICO
+248.5%
+321.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.9% | -17.3% | -16.8% |
| 7D | -24.6% | -0.3% | -24.4% | -24.6% |
| 30D | -43.4% | +1.7% | -45.1% | -45.1% |
| 3M | -28.5% | -35.2% | +6.7% | -20.2% |
| 6M | -43.3% | -33.7% | -9.6% | -43.1% |
| YTD | +92.8% | -58.2% | +151.0% | +140.6% |
| 1Y | +18.5% | -56.6% | +75.0% | +44.1% |
| 3Y | +1,451.1% | -24.0% | +1,475.1% | +912.4% |
| 5Y | +423.5% | +86.1% | +337.4% | +44.5% |
| All | +570.1% | +248.5% | +321.6% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling