-39.3%
FICO vs BR
-30.9%
-8.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +2.2% |
| 7D | -15.4% | -5.9% | -9.5% | -10.5% |
| 30D | -10.4% | +1.9% | -12.3% | -11.0% |
| 3M | -22.7% | +14.7% | -37.3% | -30.5% |
| 6M | -36.8% | -12.8% | -24.0% | -30.4% |
| YTD | -44.8% | -23.0% | -21.8% | -31.8% |
| 1Y | -39.3% | -31.7% | -7.6% | -16.1% |
| All | -39.3% | -30.9% | -8.4% | -16.1% |
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