+4.4%
FICO vs BBWI
-43.7%
+48.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -17.0% |
| 7D | -19.2% | +1.5% | -20.7% | -19.4% |
| 30D | -14.6% | -5.2% | -9.4% | -14.2% |
| 3M | -20.1% | +11.1% | -31.2% | -21.5% |
| 6M | -36.3% | -13.4% | -22.9% | -35.9% |
| YTD | -44.9% | +0.1% | -45.0% | -45.4% |
| 1Y | -38.6% | -36.1% | -2.5% | -36.1% |
| All | +4.4% | -43.7% | +48.2% | +6.3% |
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 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