-58.4%
FICO vs BB
+98.3%
-156.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +0.9% |
| 7D | +0.9% | +11.6% | -10.7% | +1.0% |
| 30D | +9.4% | +2.6% | +6.9% | +9.3% |
| 3M | -30.4% | +3.5% | -33.9% | -30.5% |
| 6M | -35.1% | +43.5% | -78.6% | -40.1% |
| YTD | -56.8% | +141.2% | -197.9% | -64.6% |
| 1Y | -58.4% | +97.4% | -155.8% | -66.1% |
| All | -58.4% | +98.3% | -156.7% | -66.1% |
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