-24.1%
FICO vs BG
+1.9%
-26.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.9% | +2.5% | -3.5% | -1.0% |
| 30D | +3.3% | -6.1% | +9.4% | +3.6% |
| 3M | -31.7% | -8.5% | -23.2% | -31.5% |
| 6M | -34.0% | -20.4% | -13.6% | -33.7% |
| YTD | -58.3% | +13.3% | -71.6% | -59.5% |
| 1Y | -57.9% | +7.3% | -65.2% | -58.9% |
| 3Y | -24.1% | +2.6% | -26.6% | -25.4% |
| All | -24.1% | +1.9% | -26.0% | -25.4% |
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