-59.7%
FICO vs BR
-12.6%
-47.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.9% |
| 7D | +1.4% | -1.3% | +2.7% | +2.6% |
| 30D | -0.8% | +13.7% | -14.5% | -11.6% |
| 3M | -31.3% | +13.8% | -45.1% | -38.2% |
| 6M | -33.9% | +29.7% | -63.7% | -47.1% |
| YTD | -57.6% | -12.6% | -45.0% | -52.3% |
| 1Y | -59.7% | -12.4% | -47.2% | -55.0% |
| All | -59.7% | -12.6% | -47.0% | -55.0% |
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