-56.4%
FICO vs BR
-14.2%
-42.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -5.9% |
| 7D | +0.4% | +7.0% | -6.6% | -5.7% |
| 30D | +1.7% | +19.0% | -17.3% | -12.9% |
| 3M | -33.0% | +13.1% | -46.1% | -39.5% |
| 6M | -33.9% | +24.6% | -58.5% | -45.1% |
| YTD | -58.5% | -13.6% | -44.9% | -53.3% |
| 1Y | -56.4% | -13.1% | -43.2% | -50.5% |
| All | -56.4% | -14.2% | -42.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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