+1,760.7%
FICO vs BR
+1,465.0%
+295.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.9% |
| 7D | -0.9% | +6.5% | -7.4% | -5.3% |
| 30D | +3.3% | +18.9% | -15.6% | -8.3% |
| 3M | -31.7% | +16.3% | -48.0% | -38.1% |
| 6M | -34.0% | +26.2% | -60.2% | -43.5% |
| YTD | -58.3% | -13.1% | -45.2% | -54.0% |
| 1Y | -57.9% | -10.5% | -47.5% | -54.5% |
| 3Y | -24.1% | +13.3% | -37.4% | -30.6% |
| 5Y | +85.3% | +19.9% | +65.4% | +60.8% |
| 10Y | +520.3% | +254.2% | +266.0% | +164.1% |
| All | +1,760.7% | +1,465.0% | +295.7% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling