+499.7%
FICO vs BBWI
-43.7%
+543.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -0.9% | -6.2% | +5.3% | +0.2% |
| 30D | +3.3% | +19.9% | -16.6% | -0.6% |
| 3M | -31.7% | +7.1% | -38.9% | -33.2% |
| 6M | -34.0% | +13.7% | -47.6% | -36.6% |
| YTD | -58.3% | +9.6% | -67.9% | -60.0% |
| 1Y | -57.9% | -1.6% | -56.3% | -59.2% |
| 3Y | -24.1% | -25.9% | +1.8% | -25.7% |
| 5Y | +85.3% | -67.8% | +153.1% | +107.7% |
| All | +499.7% | -43.7% | +543.4% | +365.8% |
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