+101.7%
FICO vs BN
+37.9%
+63.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.5% |
| 7D | -19.2% | -2.5% | -16.7% | -18.0% |
| 30D | -14.6% | -9.5% | -5.1% | -9.8% |
| 3M | -20.1% | -10.4% | -9.7% | -15.5% |
| 6M | -36.3% | -6.4% | -30.0% | -34.6% |
| YTD | -44.9% | -11.9% | -33.0% | -41.6% |
| 1Y | -38.6% | -8.6% | -30.0% | -36.6% |
| 3Y | +4.0% | +77.6% | -73.6% | -29.8% |
| All | +101.7% | +37.9% | +63.8% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling