-24.1%
FICO vs BAX
-19.9%
-4.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | +12.1% | -13.1% | -2.8% |
| 30D | +3.3% | +7.6% | -4.3% | +2.0% |
| 3M | -31.7% | -4.5% | -27.2% | -31.4% |
| 6M | -34.0% | +52.0% | -86.0% | -39.5% |
| YTD | -58.3% | +35.1% | -93.5% | -61.3% |
| 1Y | -57.9% | +43.7% | -101.6% | -61.4% |
| 3Y | -24.1% | -20.9% | -3.1% | -21.0% |
| All | -24.1% | -19.9% | -4.1% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling