-57.9%
FICO vs BAX
+44.0%
-102.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +12.1% | -13.1% | -2.5% |
| 30D | +3.3% | +7.6% | -4.3% | +2.2% |
| 3M | -31.7% | -4.5% | -27.2% | -31.5% |
| 6M | -34.0% | +52.0% | -86.0% | -40.3% |
| YTD | -58.3% | +35.1% | -93.5% | -62.3% |
| 1Y | -57.9% | +43.7% | -101.6% | -62.6% |
| All | -57.9% | +44.0% | -102.0% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling