+76.9%
FICO vs BB
-20.8%
+97.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | -0.9% | +3.8% | -4.7% | -1.5% |
| 30D | +3.3% | -0.3% | +3.7% | +2.7% |
| 3M | -31.7% | -0.5% | -31.3% | -32.4% |
| 6M | -34.0% | +45.9% | -79.9% | -40.3% |
| YTD | -58.3% | +130.6% | -188.9% | -65.5% |
| 1Y | -57.9% | +89.2% | -147.1% | -64.0% |
| 3Y | -24.1% | +137.5% | -161.6% | -41.2% |
| All | +76.9% | -20.8% | +97.8% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling