-28.9%
FICO vs BG
+6.5%
-35.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +2.2% | +2.6% | -0.4% | +2.1% |
| 30D | +0.1% | -6.7% | +6.7% | +0.4% |
| 3M | -35.2% | -9.3% | -25.9% | -35.0% |
| 6M | -32.4% | -18.3% | -14.0% | -32.2% |
| YTD | -57.4% | +16.2% | -73.6% | -58.6% |
| 1Y | -58.5% | +7.6% | -66.1% | -59.4% |
| 3Y | -28.9% | +6.6% | -35.4% | -31.2% |
| All | -28.9% | +6.5% | -35.3% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling