+4.4%
FICO vs BB
+38.2%
-33.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -5.6% | -13.5% | -18.8% |
| 30D | -14.6% | -11.8% | -2.8% | -13.9% |
| 3M | -20.1% | -25.5% | +5.4% | -18.8% |
| 6M | -36.3% | +121.3% | -157.6% | -42.7% |
| YTD | -44.9% | +103.2% | -148.0% | -50.0% |
| 1Y | -38.6% | +102.6% | -141.3% | -44.7% |
| All | +4.4% | +38.2% | -33.8% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling