+848.6%
BX vs FICO
+1,850.2%
-1,001.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +6.7% | +1.7% | +5.0% | +4.5% |
| 3M | -11.1% | -35.2% | +24.1% | +3.2% |
| 6M | -0.4% | -33.7% | +33.2% | +10.6% |
| YTD | -19.1% | -58.2% | +39.1% | +10.5% |
| 1Y | -13.6% | -56.6% | +43.0% | +15.3% |
| 3Y | +30.7% | -24.0% | +54.7% | +18.3% |
| 5Y | +0.3% | +86.1% | -85.8% | -46.4% |
| 10Y | +687.5% | +522.8% | +164.7% | +95.2% |
| All | +848.6% | +1,850.2% | -1,001.6% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling