-58.8%
FICO vs BAX
+47.2%
-106.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.4% |
| 7D | -0.1% | +9.0% | -9.1% | -1.3% |
| 30D | +8.4% | +8.5% | 0.0% | +7.1% |
| 3M | -30.5% | -4.1% | -26.4% | -30.3% |
| 6M | -35.7% | +46.9% | -82.7% | -41.5% |
| YTD | -57.2% | +38.4% | -95.6% | -61.6% |
| All | -58.8% | +47.2% | -106.0% | -63.9% |
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