+195.5%
BNY vs FICO
+81.4%
+114.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +6.4% | +8.4% | -2.0% | +4.9% |
| 3M | -3.6% | -30.5% | +26.9% | -0.2% |
| 6M | +16.9% | -35.7% | +52.6% | +21.1% |
| YTD | +32.6% | -57.2% | +89.8% | +46.9% |
| 1Y | +40.4% | -58.4% | +98.8% | +56.3% |
| 3Y | +259.4% | -24.8% | +284.3% | +235.5% |
| 5Y | +195.5% | +79.3% | +116.3% | +117.3% |
| All | +195.5% | +81.4% | +114.1% | +117.3% |
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