-24.1%
FICO vs BEN
+63.5%
-87.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.4% |
| 7D | -0.9% | +6.6% | -7.5% | -2.5% |
| 30D | +3.3% | +3.8% | -0.5% | +2.3% |
| 3M | -31.7% | +0.2% | -31.9% | -32.0% |
| 6M | -34.0% | +10.4% | -44.4% | -36.3% |
| YTD | -58.3% | +46.2% | -104.5% | -62.9% |
| 1Y | -57.9% | +52.3% | -110.2% | -63.0% |
| 3Y | -24.1% | +65.9% | -90.0% | -35.0% |
| All | -24.1% | +63.5% | -87.6% | -35.0% |
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 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