+13,325.9%
BLK vs FICO
+11,510.6%
+1,815.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.3% | +5.6% |
| 7D | -3.6% | -19.2% | +15.6% | +3.3% |
| 30D | -1.0% | -14.6% | +13.6% | +3.7% |
| 3M | +10.4% | -20.1% | +30.5% | +16.4% |
| 6M | +8.2% | -36.3% | +44.5% | +21.2% |
| YTD | +6.0% | -44.9% | +50.9% | +24.6% |
| 1Y | +3.3% | -38.6% | +42.0% | +14.9% |
| 3Y | +70.3% | +4.0% | +66.3% | +46.8% |
| 5Y | +34.5% | +99.5% | -65.0% | -13.5% |
| 10Y | +281.9% | +604.7% | -322.7% | +44.5% |
| All | +13,325.9% | +11,510.6% | +1,815.3% | +1,812.3% |
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 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