+256.4%
BNY vs FICO
+101.8%
+154.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +2.7% |
| 7D | +1.4% | -19.2% | +20.6% | +4.4% |
| 30D | +3.8% | -14.6% | +18.4% | +5.8% |
| 3M | +14.9% | -20.1% | +35.0% | +17.2% |
| 6M | +40.3% | -36.3% | +76.7% | +48.1% |
| YTD | +43.8% | -44.9% | +88.6% | +55.6% |
| 1Y | +58.9% | -38.6% | +97.5% | +66.7% |
| 3Y | +290.4% | +4.0% | +286.4% | +249.0% |
| All | +256.4% | +101.8% | +154.6% | +181.9% |
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