-28.0%
FICO vs BEN
+87.8%
-115.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +4.0% | +7.2% | -3.2% | +2.3% |
| 30D | -1.5% | +14.1% | -15.6% | -4.6% |
| 3M | -29.8% | +9.9% | -39.7% | -31.6% |
| 6M | -33.3% | +17.4% | -50.7% | -36.5% |
| YTD | -56.9% | +57.3% | -114.2% | -62.4% |
| 1Y | -59.5% | +66.9% | -126.4% | -65.2% |
| All | -28.0% | +87.8% | -115.8% | -40.9% |
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