+101.7%
FICO vs BR
+11.2%
+90.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.3% | -14.1% |
| 7D | -19.2% | -5.3% | -13.9% | -15.4% |
| 30D | -14.6% | +6.4% | -21.0% | -18.0% |
| 3M | -20.1% | +13.6% | -33.7% | -27.2% |
| 6M | -36.3% | -6.7% | -29.6% | -32.7% |
| YTD | -44.9% | -21.1% | -23.8% | -34.5% |
| 1Y | -38.6% | -29.6% | -9.1% | -20.9% |
| 3Y | +4.0% | -2.4% | +6.4% | +4.2% |
| All | +101.7% | +11.2% | +90.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling