-39.3%
FICO vs BG
+50.6%
-90.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.4% |
| 7D | -15.4% | +2.4% | -17.8% | -15.3% |
| 30D | -10.4% | +15.0% | -25.4% | -9.4% |
| 3M | -22.7% | -0.7% | -22.0% | -23.1% |
| 6M | -36.8% | +7.5% | -44.3% | -36.6% |
| YTD | -44.8% | +41.6% | -86.4% | -46.6% |
| 1Y | -39.3% | +50.7% | -90.0% | -40.8% |
| All | -39.3% | +50.6% | -90.0% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling