+57.9%
BNY vs FICO
-36.4%
+94.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.6% | -0.2% |
| 7D | +0.3% | -10.6% | +10.9% | +0.3% |
| 30D | +1.9% | -6.3% | +8.3% | +1.9% |
| 3M | +13.9% | -19.7% | +33.6% | +13.8% |
| 6M | +42.3% | -31.8% | +74.1% | +43.8% |
| YTD | +41.8% | -41.8% | +83.7% | +43.5% |
| 1Y | +57.9% | -36.4% | +94.4% | +60.2% |
| All | +57.9% | -36.4% | +94.3% | +60.2% |
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 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