+545.7%
FICO vs BBY
+282.3%
+263.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.6% |
| 7D | +0.9% | +10.9% | -10.0% | -2.7% |
| 30D | +9.4% | +19.6% | -10.2% | +3.0% |
| 3M | -30.4% | +27.6% | -58.0% | -36.1% |
| 6M | -35.1% | +79.4% | -114.6% | -46.9% |
| YTD | -56.8% | +61.7% | -118.5% | -63.5% |
| 1Y | -58.4% | +40.3% | -98.7% | -63.3% |
| 3Y | -26.7% | +87.9% | -114.6% | -45.1% |
| 5Y | +88.0% | +0.2% | +87.8% | +70.6% |
| 10Y | +545.7% | +274.5% | +271.3% | +299.7% |
| All | +545.7% | +282.3% | +263.4% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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