-8.5%
BX vs FICO
-57.1%
+48.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.5% | +6.7% |
| 7D | +8.3% | +0.4% | +7.9% | +8.2% |
| 30D | +13.5% | +1.7% | +11.9% | +13.0% |
| 3M | -7.6% | -33.0% | +25.4% | -2.9% |
| 6M | +4.0% | -33.9% | +37.9% | +7.5% |
| YTD | -15.2% | -58.5% | +43.4% | -2.3% |
| 1Y | -8.5% | -56.4% | +47.9% | +2.3% |
| All | -8.5% | -57.1% | +48.7% | +2.3% |
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