+541.4%
FICO vs BAX
-35.8%
+577.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.1% | +4.1% | -4.0% | -1.5% |
| 3M | -35.2% | -4.5% | -30.6% | -34.5% |
| 6M | -32.4% | +49.2% | -81.6% | -42.0% |
| YTD | -57.4% | +35.2% | -92.6% | -62.8% |
| 1Y | -58.5% | +38.3% | -96.8% | -64.2% |
| 3Y | -28.9% | -19.0% | -9.8% | -29.0% |
| 5Y | +91.7% | -64.2% | +155.9% | +175.0% |
| All | +541.4% | -35.8% | +577.2% | +675.0% |
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