+44.2%
BP vs FICO
-24.3%
+68.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.1% |
| 3M | +6.7% | -31.7% | +38.5% | +6.5% |
| 6M | +2.2% | -34.0% | +36.1% | +1.7% |
| YTD | +33.0% | -58.3% | +91.3% | +33.3% |
| 1Y | +30.7% | -57.9% | +88.7% | +30.9% |
| 3Y | +44.2% | -24.1% | +68.2% | +38.0% |
| All | +44.2% | -24.3% | +68.5% | +38.0% |
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 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