+78,645.2%
FICO vs BEN
+4,818.7%
+73,826.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -2.1% |
| 7D | -0.9% | +6.6% | -7.5% | -3.4% |
| 30D | +3.3% | +3.8% | -0.5% | +1.7% |
| 3M | -31.7% | +0.2% | -31.9% | -32.1% |
| 6M | -34.0% | +10.4% | -44.4% | -37.1% |
| YTD | -58.3% | +46.2% | -104.5% | -64.2% |
| 1Y | -57.9% | +52.3% | -110.2% | -64.4% |
| 3Y | -24.1% | +65.9% | -90.0% | -39.5% |
| 5Y | +85.3% | +20.6% | +64.7% | +63.6% |
| 10Y | +520.3% | +64.8% | +455.5% | +357.6% |
| All | +78,645.2% | +4,818.7% | +73,826.5% | +43,666.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling