-57.9%
FICO vs BN
-9.2%
-48.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | +5.3% | -6.3% | -3.1% |
| 30D | +3.3% | +11.9% | -8.6% | -1.2% |
| 3M | -31.7% | -5.7% | -26.0% | -30.5% |
| 6M | -34.0% | -10.6% | -23.4% | -31.4% |
| YTD | -58.3% | -9.4% | -49.0% | -56.9% |
| 1Y | -57.9% | -8.8% | -49.1% | -56.8% |
| All | -57.9% | -9.2% | -48.7% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling