+499.7%
FICO vs BN
+271.1%
+228.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -0.9% | +5.3% | -6.3% | -4.4% |
| 30D | +3.3% | +11.9% | -8.6% | -3.8% |
| 3M | -31.7% | -5.7% | -26.0% | -29.7% |
| 6M | -34.0% | -10.6% | -23.4% | -30.3% |
| YTD | -58.3% | -9.4% | -49.0% | -56.7% |
| 1Y | -57.9% | -8.8% | -49.1% | -56.6% |
| 3Y | -24.1% | +95.6% | -119.7% | -53.6% |
| 5Y | +85.3% | +30.2% | +55.2% | +43.4% |
| All | +499.7% | +271.1% | +228.6% | +136.0% |
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