+101.7%
FICO vs BG
+84.8%
+17.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.4% |
| 7D | -15.4% | +2.4% | -17.8% | -15.7% |
| 30D | -10.4% | +15.0% | -25.4% | -11.8% |
| 3M | -22.7% | -0.7% | -22.0% | -22.8% |
| 6M | -36.8% | +7.5% | -44.3% | -37.6% |
| YTD | -44.8% | +41.6% | -86.4% | -48.0% |
| 1Y | -39.3% | +50.7% | -90.0% | -43.5% |
| 3Y | +3.7% | +20.3% | -16.6% | -0.7% |
| 5Y | +101.7% | +85.2% | +16.5% | +77.1% |
| All | +101.7% | +84.8% | +17.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling