+539.5%
FICO vs BEN
+60.1%
+479.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +4.0% | +7.2% | -3.2% | +1.0% |
| 30D | -1.5% | +14.1% | -15.6% | -6.7% |
| 3M | -29.8% | +9.9% | -39.7% | -32.7% |
| 6M | -33.3% | +17.4% | -50.7% | -38.2% |
| YTD | -56.9% | +57.3% | -114.2% | -64.8% |
| 1Y | -59.5% | +66.9% | -126.4% | -67.7% |
| 3Y | -26.9% | +85.7% | -112.5% | -46.4% |
| 5Y | +92.9% | +31.2% | +61.7% | +59.0% |
| 10Y | +539.5% | +61.0% | +478.4% | +330.5% |
| All | +539.5% | +60.1% | +479.4% | +330.5% |
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