-60.6%
FICO vs BIYA
-99.9%
+39.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.9% |
| 7D | +0.9% | -4.1% | +4.9% | +0.9% |
| 30D | +9.4% | -35.5% | +45.0% | +9.7% |
| 3M | -30.4% | -56.3% | +25.9% | -30.0% |
| 6M | -35.1% | -88.7% | +53.5% | -34.8% |
| YTD | -56.8% | -97.0% | +40.2% | -56.3% |
| 1Y | -58.4% | -98.7% | +40.3% | -57.8% |
| All | -60.6% | -99.9% | +39.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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