+104,095.6%
FICO vs BBY
+75,590.7%
+28,504.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.2% | -19.9% | -17.2% |
| 7D | -19.2% | +9.5% | -28.7% | -20.5% |
| 30D | -14.6% | +6.8% | -21.4% | -15.7% |
| 3M | -20.1% | +28.9% | -48.9% | -23.5% |
| 6M | -36.3% | +37.8% | -74.1% | -39.9% |
| YTD | -44.9% | +38.7% | -83.6% | -48.0% |
| 1Y | -38.6% | +23.7% | -62.3% | -41.2% |
| 3Y | +4.0% | +39.1% | -35.1% | -4.3% |
| 5Y | +99.5% | -0.4% | +99.9% | +91.6% |
| 10Y | +604.7% | +234.0% | +370.7% | +455.6% |
| All | +104,095.6% | +75,590.7% | +28,504.8% | +49,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling