+88.0%
FICO vs BBWI
-67.3%
+155.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +0.9% | -4.2% | +5.1% | +1.5% |
| 30D | +9.4% | +24.9% | -15.4% | +4.9% |
| 3M | -30.4% | +13.2% | -43.6% | -32.5% |
| 6M | -35.1% | +12.1% | -47.2% | -37.4% |
| YTD | -56.8% | +11.1% | -67.9% | -58.5% |
| 1Y | -58.4% | +0.7% | -59.1% | -59.7% |
| 3Y | -26.7% | -23.8% | -2.9% | -29.4% |
| 5Y | +88.0% | -66.9% | +154.9% | +100.1% |
| All | +88.0% | -67.3% | +155.3% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling