+27.6%
BX vs FICO
+99.8%
-72.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +4.8% |
| 7D | -4.4% | -19.2% | +14.8% | +2.5% |
| 30D | +0.1% | -14.6% | +14.7% | +5.0% |
| 3M | +16.0% | -20.1% | +36.1% | +22.4% |
| 6M | +21.6% | -36.3% | +57.9% | +38.1% |
| YTD | -8.9% | -44.9% | +36.0% | +9.5% |
| 1Y | -16.6% | -38.6% | +22.0% | -6.4% |
| 3Y | +43.3% | +4.0% | +39.4% | +12.9% |
| All | +27.6% | +99.8% | -72.2% | -27.0% |
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