+545.7%
FICO vs BEN
+55.0%
+490.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +0.9% | +12.1% | -11.3% | -3.8% |
| 30D | +9.4% | +13.4% | -4.0% | +3.9% |
| 3M | -30.4% | +9.4% | -39.8% | -33.2% |
| 6M | -35.1% | +19.3% | -54.4% | -40.4% |
| YTD | -56.8% | +57.3% | -114.0% | -64.7% |
| 1Y | -58.4% | +69.1% | -127.5% | -67.0% |
| 3Y | -26.7% | +85.6% | -112.3% | -46.2% |
| 5Y | +88.0% | +32.9% | +55.1% | +54.2% |
| 10Y | +545.7% | +58.3% | +487.4% | +336.5% |
| All | +545.7% | +55.0% | +490.8% | +336.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling