+531.6%
FICO vs BN
+289.4%
+242.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +0.4% |
| 7D | -0.1% | +3.6% | -3.7% | -2.5% |
| 30D | +8.4% | +15.9% | -7.4% | -1.2% |
| 3M | -30.5% | -2.3% | -28.2% | -29.9% |
| 6M | -35.7% | -8.4% | -27.3% | -33.1% |
| YTD | -57.2% | -5.9% | -51.3% | -56.5% |
| 1Y | -58.4% | -5.6% | -52.8% | -57.9% |
| 3Y | -24.8% | +104.2% | -129.0% | -55.2% |
| 5Y | +79.3% | +35.5% | +43.8% | +35.4% |
| 10Y | +531.6% | +285.2% | +246.4% | +144.3% |
| All | +531.6% | +289.4% | +242.3% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling