+531.6%
FICO vs BEN
+70.4%
+461.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +0.3% |
| 7D | -0.1% | +12.2% | -12.3% | -4.7% |
| 30D | +8.4% | +12.1% | -3.7% | +3.4% |
| 3M | -30.5% | +7.3% | -37.8% | -32.8% |
| 6M | -35.7% | +17.9% | -53.6% | -40.7% |
| YTD | -57.2% | +55.4% | -112.6% | -64.8% |
| 1Y | -58.4% | +69.3% | -127.7% | -67.0% |
| 3Y | -24.8% | +82.8% | -107.7% | -44.5% |
| 5Y | +79.3% | +28.8% | +50.5% | +48.8% |
| 10Y | +531.6% | +53.9% | +477.8% | +326.0% |
| All | +531.6% | +70.4% | +461.2% | +326.0% |
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