-24.1%
FICO vs BBWI
-28.0%
+4.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | -0.9% | -6.2% | +5.3% | -0.2% |
| 30D | +3.3% | +19.9% | -16.6% | +0.8% |
| 3M | -31.7% | +7.1% | -38.9% | -32.8% |
| 6M | -34.0% | +13.7% | -47.6% | -35.7% |
| YTD | -58.3% | +9.6% | -67.9% | -59.4% |
| 1Y | -57.9% | -1.6% | -56.3% | -58.6% |
| 3Y | -24.1% | -25.9% | +1.8% | -19.6% |
| All | -24.1% | -28.0% | +4.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling