+2,567.6%
FICO vs BG
+928.0%
+1,639.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.9% | +2.5% | -3.5% | -1.7% |
| 30D | +3.3% | -6.1% | +9.4% | +5.1% |
| 3M | -31.7% | -8.5% | -23.2% | -30.2% |
| 6M | -34.0% | -20.4% | -13.6% | -30.0% |
| YTD | -58.3% | +13.3% | -71.6% | -60.7% |
| 1Y | -57.9% | +7.3% | -65.2% | -59.6% |
| 3Y | -24.1% | +2.6% | -26.6% | -28.1% |
| 5Y | +85.3% | +22.0% | +63.3% | +61.6% |
| 10Y | +520.3% | +91.8% | +428.5% | +337.2% |
| All | +2,567.6% | +928.0% | +1,639.5% | +1,164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling