-13.2%
BX vs FICO
-58.2%
+44.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | +7.9% | +3.3% | +4.5% | +7.1% |
| 3M | -9.6% | -31.7% | +22.1% | -5.2% |
| 6M | -2.3% | -34.0% | +31.7% | +1.1% |
| YTD | -19.3% | -58.3% | +39.1% | -6.7% |
| 1Y | -13.2% | -57.9% | +44.7% | -1.3% |
| All | -13.2% | -58.2% | +44.9% | -1.3% |
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