-56.4%
FICO vs BEN
+56.2%
-112.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.9% |
| 7D | +0.4% | +6.7% | -6.3% | -0.6% |
| 30D | +1.7% | +3.0% | -1.4% | +1.0% |
| 3M | -33.0% | -4.3% | -28.7% | -32.8% |
| 6M | -33.9% | +16.4% | -50.2% | -38.1% |
| YTD | -58.5% | +46.8% | -105.3% | -64.3% |
| 1Y | -56.4% | +57.3% | -113.7% | -62.7% |
| All | -56.4% | +56.2% | -112.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling