+7,388.3%
BNY vs FICO
+81,563.4%
-74,175.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +1.2% | +0.9% | +0.4% | +1.0% |
| 30D | +6.4% | +9.4% | -3.1% | +4.0% |
| 3M | -4.8% | -30.4% | +25.6% | -0.1% |
| 6M | +16.8% | -35.1% | +51.9% | +22.8% |
| YTD | +32.5% | -56.8% | +89.3% | +49.3% |
| 1Y | +38.6% | -58.4% | +97.0% | +57.2% |
| 3Y | +254.3% | -26.7% | +281.0% | +247.0% |
| 5Y | +192.4% | +88.0% | +104.4% | +130.5% |
| 10Y | +322.4% | +545.7% | -223.3% | +153.8% |
| All | +7,388.3% | +81,563.4% | -74,175.1% | +2,770.0% |
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