+541.4%
FICO vs BBWI
-47.4%
+588.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +0.1% | +12.9% | -12.8% | -2.5% |
| 3M | -35.2% | +16.0% | -51.2% | -37.5% |
| 6M | -32.4% | +16.6% | -49.0% | -35.4% |
| YTD | -57.4% | +9.7% | -67.1% | -59.1% |
| 1Y | -58.5% | +1.5% | -60.0% | -60.1% |
| 3Y | -28.9% | -21.4% | -7.5% | -31.3% |
| 5Y | +91.7% | -67.6% | +159.3% | +114.6% |
| All | +541.4% | -47.4% | +588.8% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling