+665.4%
FICO vs BBY
+236.2%
+429.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.8% |
| 7D | -10.6% | +1.2% | -11.8% | -11.1% |
| 30D | -6.3% | +6.8% | -13.1% | -8.7% |
| 3M | -19.7% | +18.7% | -38.5% | -24.4% |
| 6M | -31.8% | +37.3% | -69.1% | -39.0% |
| YTD | -41.8% | +35.3% | -77.1% | -47.9% |
| 1Y | -36.4% | +20.7% | -57.1% | -41.3% |
| 3Y | +9.3% | +39.4% | -30.2% | -9.3% |
| 5Y | +113.0% | -1.5% | +114.5% | +92.8% |
| 10Y | +665.4% | +239.8% | +425.6% | +386.5% |
| All | +665.4% | +236.2% | +429.3% | +386.5% |
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