+710.1%
BX vs FICO
+544.0%
+166.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.8% |
| 7D | +3.3% | -0.1% | +3.3% | +3.2% |
| 30D | +9.6% | +8.4% | +1.2% | +5.3% |
| 3M | -8.7% | -30.5% | +21.8% | +1.0% |
| 6M | +2.2% | -35.7% | +37.9% | +13.8% |
| YTD | -16.2% | -57.2% | +41.0% | +9.4% |
| 1Y | -11.5% | -58.4% | +46.9% | +16.8% |
| 3Y | +41.0% | -24.8% | +65.8% | +27.9% |
| 5Y | +1.1% | +79.3% | -78.2% | -43.7% |
| 10Y | +710.1% | +531.6% | +178.5% | +139.6% |
| All | +710.1% | +544.0% | +166.2% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling