+78,963.7%
FICO vs BN
+15,832.7%
+63,131.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +2.2% |
| 7D | -0.3% | +5.7% | -6.0% | -2.7% |
| 30D | +1.7% | +12.0% | -10.3% | -3.1% |
| 3M | -35.2% | -6.1% | -29.1% | -33.8% |
| 6M | -33.7% | -8.6% | -25.1% | -31.7% |
| YTD | -58.2% | -8.5% | -49.6% | -57.1% |
| 1Y | -56.6% | -8.4% | -48.2% | -55.6% |
| 3Y | -24.0% | +92.3% | -116.2% | -43.1% |
| 5Y | +86.1% | +31.3% | +54.7% | +60.0% |
| 10Y | +522.8% | +280.5% | +242.3% | +264.8% |
| All | +78,963.7% | +15,832.7% | +63,131.0% | +29,463.9% |
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