+4,977.1%
FICO vs BB
+307.3%
+4,669.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.9% |
| 7D | -0.9% | +3.8% | -4.7% | -1.5% |
| 30D | +3.3% | -0.3% | +3.7% | +2.8% |
| 3M | -31.7% | -0.5% | -31.3% | -32.3% |
| 6M | -34.0% | +45.9% | -79.9% | -38.4% |
| YTD | -58.3% | +130.6% | -188.9% | -63.3% |
| 1Y | -57.9% | +89.2% | -147.1% | -62.2% |
| 3Y | -24.1% | +137.5% | -161.6% | -35.8% |
| 5Y | +85.3% | -20.9% | +106.2% | +73.8% |
| 10Y | +520.3% | +25.4% | +494.9% | +391.3% |
| All | +4,977.1% | +307.3% | +4,669.8% | +4,218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling