+104,095.6%
FICO vs BN
+15,251.3%
+88,844.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.6% |
| 7D | -19.2% | -2.5% | -16.7% | -18.3% |
| 30D | -14.6% | -9.5% | -5.1% | -11.0% |
| 3M | -20.1% | -10.4% | -9.7% | -16.7% |
| 6M | -36.3% | -6.4% | -30.0% | -35.0% |
| YTD | -44.9% | -11.9% | -33.0% | -42.4% |
| 1Y | -38.6% | -8.6% | -30.0% | -37.0% |
| 3Y | +4.0% | +77.6% | -73.6% | -19.6% |
| 5Y | +99.5% | +37.0% | +62.5% | +69.4% |
| 10Y | +604.7% | +266.4% | +338.3% | +320.8% |
| All | +104,095.6% | +15,251.3% | +88,844.2% | +39,607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling