+541.4%
FICO vs BEN
+58.7%
+482.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +2.2% | +6.8% | -4.6% | -0.4% |
| 30D | +0.1% | +18.0% | -17.9% | -6.4% |
| 3M | -35.2% | +7.5% | -42.6% | -37.3% |
| 6M | -32.4% | +14.7% | -47.1% | -36.8% |
| YTD | -57.4% | +56.1% | -113.5% | -65.1% |
| 1Y | -58.5% | +69.6% | -128.1% | -67.2% |
| 3Y | -28.9% | +87.7% | -116.5% | -48.1% |
| 5Y | +91.7% | +28.6% | +63.1% | +59.2% |
| All | +541.4% | +58.7% | +482.7% | +327.3% |
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