-28.0%
FICO vs BAX
-16.3%
-11.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | -1.5% | +6.3% | -7.8% | -2.6% |
| 3M | -29.8% | -4.6% | -25.2% | -29.4% |
| 6M | -33.3% | +50.4% | -83.6% | -38.8% |
| YTD | -56.9% | +38.0% | -94.9% | -60.1% |
| 1Y | -59.5% | +44.6% | -104.1% | -62.9% |
| All | -28.0% | -16.3% | -11.7% | -26.2% |
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