+37.8%
BLK vs FICO
+81.4%
-43.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.7% | -0.9% | +3.7% | +2.9% |
| 30D | +10.2% | +3.3% | +6.9% | +8.7% |
| 3M | +4.9% | -31.7% | +36.6% | +11.5% |
| 6M | +11.0% | -34.0% | +45.0% | +16.7% |
| YTD | +11.9% | -58.3% | +70.3% | +32.7% |
| 1Y | +12.6% | -57.9% | +70.5% | +32.8% |
| 3Y | +92.9% | -24.1% | +117.0% | +72.2% |
| All | +37.8% | +81.4% | -43.7% | -14.3% |
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