+402.5%
BKR vs FICO
+81,563.4%
-81,160.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -9.1% | +0.9% | -9.9% | -9.2% |
| 30D | -15.3% | +9.4% | -24.8% | -17.2% |
| 3M | -25.1% | -30.4% | +5.3% | -21.7% |
| 6M | -24.6% | -35.1% | +10.5% | -20.9% |
| YTD | +6.5% | -56.8% | +63.3% | +18.8% |
| 1Y | -0.6% | -58.4% | +57.8% | +11.6% |
| 3Y | +48.0% | -26.7% | +74.7% | +45.3% |
| 5Y | +122.0% | +88.0% | +33.9% | +77.0% |
| 10Y | +49.3% | +545.7% | -496.4% | -4.8% |
| All | +402.5% | +81,563.4% | -81,160.9% | +118.9% |
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