+91.0%
FICO vs BEN
+29.7%
+61.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +1.4% | +11.3% | -9.9% | -2.8% |
| 30D | -0.8% | +15.0% | -15.8% | -6.4% |
| 3M | -31.3% | +7.8% | -39.1% | -33.7% |
| 6M | -33.9% | +15.5% | -49.4% | -38.7% |
| YTD | -57.6% | +55.4% | -113.0% | -65.6% |
| 1Y | -59.7% | +63.3% | -122.9% | -68.1% |
| 3Y | -28.0% | +83.4% | -111.4% | -49.1% |
| 5Y | +91.0% | +28.1% | +62.9% | +46.8% |
| All | +91.0% | +29.7% | +61.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling