-24.8%
FICO vs BBWI
-25.2%
+0.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.5% |
| 7D | -0.1% | -6.2% | +6.1% | +0.7% |
| 30D | +8.4% | +25.5% | -17.1% | +5.2% |
| 3M | -30.5% | +8.0% | -38.5% | -31.7% |
| 6M | -35.7% | +12.7% | -48.4% | -37.4% |
| YTD | -57.2% | +11.6% | -68.8% | -58.3% |
| 1Y | -58.4% | -0.9% | -57.5% | -59.1% |
| 3Y | -24.8% | -22.7% | -2.1% | -20.4% |
| All | -24.8% | -25.2% | +0.4% | -20.4% |
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