+1.3%
BLK vs FICO
-39.2%
+40.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.4% | -15.4% | +13.0% | -1.3% |
| 30D | -3.1% | -10.4% | +7.3% | -2.5% |
| 3M | +10.7% | -22.7% | +33.4% | +12.1% |
| 6M | +15.9% | -36.8% | +52.7% | +20.1% |
| YTD | +4.0% | -44.8% | +48.8% | +9.6% |
| 1Y | +1.3% | -39.3% | +40.6% | +5.5% |
| All | +1.3% | -39.2% | +40.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling