+4.8%
BX vs FICO
+82.5%
-77.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +3.7% | +0.9% | +2.8% | +3.3% |
| 30D | +8.2% | +9.4% | -1.2% | +4.4% |
| 3M | -12.7% | -30.4% | +17.7% | -4.7% |
| 6M | +1.0% | -35.1% | +36.1% | +10.4% |
| YTD | -17.2% | -56.8% | +39.6% | +4.9% |
| 1Y | -11.6% | -58.4% | +46.8% | +13.6% |
| 3Y | +36.8% | -26.7% | +63.4% | +21.2% |
| 5Y | +4.8% | +88.0% | -83.2% | -45.0% |
| All | +4.8% | +82.5% | -77.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling