+1,394.7%
BP vs FICO
+78,251.7%
-76,857.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -0.9% | -3.8% |
| 7D | -8.4% | +0.4% | -8.8% | -8.4% |
| 30D | +2.2% | +1.7% | +0.6% | +1.7% |
| 3M | +8.8% | -33.0% | +41.8% | +12.9% |
| 6M | -0.5% | -33.9% | +33.4% | +2.7% |
| YTD | +36.2% | -58.5% | +94.7% | +48.3% |
| 1Y | +36.6% | -56.4% | +92.9% | +47.5% |
| 3Y | +48.1% | -24.7% | +72.7% | +44.6% |
| 5Y | +114.3% | +83.1% | +31.2% | +80.8% |
| 10Y | +139.2% | +517.2% | -378.0% | +71.4% |
| All | +1,394.7% | +78,251.7% | -76,857.1% | +711.0% |
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