+30.7%
BP vs FICO
-58.2%
+88.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -11.6% | -0.9% | -10.7% | -11.6% |
| 30D | 0.0% | +3.3% | -3.3% | +0.2% |
| 3M | +6.7% | -31.7% | +38.5% | +5.5% |
| 6M | +2.2% | -34.0% | +36.1% | +0.8% |
| YTD | +33.0% | -58.3% | +91.3% | +30.9% |
| 1Y | +30.7% | -57.9% | +88.7% | +28.2% |
| All | +30.7% | -58.2% | +88.9% | +28.2% |
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