+4.4%
FICO vs BEN
+52.7%
-48.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.5% | -20.2% | -17.5% |
| 7D | -19.2% | +0.2% | -19.4% | -19.3% |
| 30D | -14.6% | -0.5% | -14.0% | -14.6% |
| 3M | -20.1% | +9.7% | -29.8% | -22.5% |
| 6M | -36.3% | +33.9% | -70.2% | -42.0% |
| YTD | -44.9% | +49.0% | -93.8% | -51.2% |
| 1Y | -38.6% | +42.1% | -80.7% | -45.2% |
| All | +4.4% | +52.7% | -48.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling