+531.6%
FICO vs BAX
-35.6%
+567.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.0% |
| 7D | -0.1% | +9.0% | -9.1% | -2.9% |
| 30D | +8.4% | +8.5% | 0.0% | +5.4% |
| 3M | -30.5% | -4.1% | -26.4% | -29.9% |
| 6M | -35.7% | +46.9% | -82.7% | -44.5% |
| YTD | -57.2% | +38.4% | -95.6% | -62.9% |
| 1Y | -58.4% | +47.0% | -105.4% | -64.8% |
| 3Y | -24.8% | -14.9% | -9.9% | -26.4% |
| 5Y | +79.3% | -62.5% | +141.8% | +151.5% |
| 10Y | +531.6% | -33.9% | +565.6% | +658.0% |
| All | +531.6% | -35.6% | +567.3% | +658.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling