+44.7%
BP vs FICO
-24.0%
+68.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | -0.7% | +1.7% | -2.4% | -0.7% |
| 3M | +9.8% | -35.2% | +45.0% | +9.5% |
| 6M | -1.6% | -33.7% | +32.1% | -2.0% |
| YTD | +33.5% | -58.2% | +91.6% | +33.8% |
| 1Y | +31.7% | -56.6% | +88.3% | +31.9% |
| All | +44.7% | -24.0% | +68.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling