+322.0%
BNY vs FICO
+544.1%
-222.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | 0.0% | +4.0% | -4.0% | -0.8% |
| 30D | +7.4% | -1.5% | +8.9% | +7.3% |
| 3M | -4.3% | -29.8% | +25.5% | +0.8% |
| 6M | +16.2% | -33.3% | +49.5% | +21.9% |
| YTD | +33.9% | -56.9% | +90.7% | +54.8% |
| 1Y | +39.7% | -59.5% | +99.1% | +64.0% |
| 3Y | +258.0% | -26.9% | +284.9% | +235.2% |
| 5Y | +191.4% | +92.9% | +98.4% | +91.2% |
| 10Y | +322.0% | +539.5% | -217.5% | +74.2% |
| All | +322.0% | +544.1% | -222.1% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling