+3.1%
FICO vs BG
+16.9%
-13.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.7% |
| 7D | -19.2% | +2.8% | -22.0% | -19.2% |
| 30D | -14.6% | +12.0% | -26.6% | -14.9% |
| 3M | -20.1% | -7.7% | -12.4% | -20.0% |
| 6M | -36.3% | +4.5% | -40.8% | -36.7% |
| YTD | -44.9% | +35.7% | -80.5% | -46.8% |
| 1Y | -38.6% | +50.1% | -88.7% | -41.3% |
| All | +3.1% | +16.9% | -13.8% | +2.8% |
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 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