-10.3%
BX vs FICO
-59.4%
+49.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | +2.2% | -1.6% | +0.3% |
| 30D | +14.2% | +0.1% | +14.2% | +14.0% |
| 3M | -18.7% | -35.2% | +16.4% | -14.1% |
| 6M | +2.5% | -32.4% | +34.8% | +5.7% |
| YTD | -18.8% | -57.4% | +38.6% | -7.4% |
| 1Y | -10.3% | -58.5% | +48.2% | +2.7% |
| All | -10.3% | -59.4% | +49.1% | +2.7% |
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