+79.3%
FICO vs BBY
+3.5%
+75.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -3.9% | +0.9% |
| 7D | -0.1% | +10.5% | -10.6% | -3.0% |
| 30D | +8.4% | +22.1% | -13.7% | +2.4% |
| 3M | -30.5% | +31.0% | -61.5% | -35.8% |
| 6M | -35.7% | +83.2% | -118.9% | -45.9% |
| YTD | -57.2% | +65.1% | -122.3% | -63.0% |
| 1Y | -58.4% | +41.6% | -100.0% | -62.6% |
| 3Y | -24.8% | +95.6% | -120.4% | -43.1% |
| 5Y | +79.3% | +1.0% | +78.3% | +43.8% |
| All | +79.3% | +3.5% | +75.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling