+104,095.6%
FICO vs BEN
+4,913.3%
+99,182.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.5% | -20.2% | -17.9% |
| 7D | -19.2% | +0.2% | -19.4% | -19.5% |
| 30D | -14.6% | -0.5% | -14.0% | -14.6% |
| 3M | -20.1% | +9.7% | -29.8% | -23.4% |
| 6M | -36.3% | +33.9% | -70.2% | -43.3% |
| YTD | -44.9% | +49.0% | -93.8% | -52.8% |
| 1Y | -38.6% | +42.1% | -80.7% | -46.7% |
| 3Y | +4.0% | +51.9% | -47.9% | -14.3% |
| 5Y | +99.5% | +39.0% | +60.5% | +66.9% |
| 10Y | +604.7% | +57.9% | +546.8% | +428.2% |
| All | +104,095.6% | +4,913.3% | +99,182.2% | +57,556.4% |
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