+92.9%
FICO vs BN
+33.2%
+59.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | +4.0% | -2.4% | +6.4% | +5.2% |
| 30D | -1.5% | +13.5% | -15.0% | -8.4% |
| 3M | -29.8% | -5.9% | -23.9% | -27.8% |
| 6M | -33.3% | -8.9% | -24.3% | -30.5% |
| YTD | -56.9% | -7.9% | -49.0% | -55.7% |
| 1Y | -59.5% | -8.3% | -51.2% | -58.3% |
| 3Y | -26.9% | +100.8% | -127.6% | -54.3% |
| 5Y | +92.9% | +38.2% | +54.7% | +43.7% |
| All | +92.9% | +33.2% | +59.8% | +43.7% |
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