+541.4%
FICO vs BN
+290.8%
+250.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.8% |
| 30D | +0.1% | +14.0% | -13.9% | -7.9% |
| 3M | -35.2% | -9.0% | -26.1% | -31.8% |
| 6M | -32.4% | -8.8% | -23.5% | -29.5% |
| YTD | -57.4% | -10.3% | -47.1% | -55.5% |
| 1Y | -58.5% | -5.8% | -52.7% | -58.0% |
| 3Y | -28.9% | +94.8% | -123.6% | -56.5% |
| 5Y | +91.7% | +31.5% | +60.2% | +47.1% |
| All | +541.4% | +290.8% | +250.6% | +142.0% |
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