-56.4%
FICO vs BB
+88.0%
-144.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.0% | -10.2% | -3.1% |
| 7D | +0.4% | -6.8% | +7.2% | +0.4% |
| 30D | +1.7% | -3.5% | +5.2% | +1.6% |
| 3M | -33.0% | -1.2% | -31.8% | -33.2% |
| 6M | -33.9% | +57.0% | -90.9% | -40.0% |
| YTD | -58.5% | +131.1% | -189.7% | -65.6% |
| 1Y | -56.4% | +87.6% | -143.9% | -64.2% |
| All | -56.4% | +88.0% | -144.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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