+106.2%
BP vs FICO
+82.5%
+23.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -6.3% | +0.9% | -7.2% | -6.4% |
| 30D | -3.6% | +9.4% | -13.1% | -4.0% |
| 3M | +5.2% | -30.4% | +35.6% | +6.2% |
| 6M | +5.3% | -35.1% | +40.4% | +6.2% |
| YTD | +33.1% | -56.8% | +89.9% | +37.2% |
| 1Y | +26.3% | -58.4% | +84.7% | +30.4% |
| 3Y | +47.5% | -26.7% | +74.2% | +41.6% |
| 5Y | +106.2% | +88.0% | +18.1% | +71.2% |
| All | +106.2% | +82.5% | +23.6% | +71.2% |
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 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