+531.6%
FICO vs BG
+95.6%
+436.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.2% |
| 7D | -0.1% | +7.4% | -7.4% | -1.9% |
| 30D | +8.4% | -1.5% | +9.9% | +8.7% |
| 3M | -30.5% | -6.1% | -24.4% | -29.6% |
| 6M | -35.7% | -18.0% | -17.7% | -32.7% |
| YTD | -57.2% | +15.6% | -72.8% | -59.9% |
| 1Y | -58.4% | +9.6% | -68.0% | -60.4% |
| 3Y | -24.8% | +6.3% | -31.1% | -29.5% |
| 5Y | +79.3% | +24.6% | +54.7% | +53.8% |
| 10Y | +531.6% | +98.1% | +433.5% | +276.1% |
| All | +531.6% | +95.6% | +436.0% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling