+76.9%
FICO vs BEN
+19.4%
+57.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -2.2% |
| 7D | -0.9% | +6.6% | -7.5% | -3.7% |
| 30D | +3.3% | +3.8% | -0.5% | +1.5% |
| 3M | -31.7% | +0.2% | -31.9% | -32.2% |
| 6M | -34.0% | +10.4% | -44.4% | -37.7% |
| YTD | -58.3% | +46.2% | -104.5% | -65.4% |
| 1Y | -57.9% | +52.3% | -110.2% | -65.8% |
| 3Y | -24.1% | +65.9% | -90.0% | -43.7% |
| All | +76.9% | +19.4% | +57.5% | +38.8% |
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