+36.0%
FICO vs BTDR
-38.7%
+74.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.8% | +11.2% | -1.3% |
| 7D | +1.4% | +15.4% | -14.0% | +1.0% |
| 30D | -0.8% | -33.4% | +32.7% | 0.0% |
| 3M | -31.3% | -32.0% | +0.7% | -30.9% |
| 6M | -33.9% | -52.2% | +18.3% | -33.2% |
| YTD | -57.6% | -45.3% | -12.3% | -57.6% |
| 1Y | -59.7% | -56.0% | -3.6% | -59.4% |
| 3Y | -28.0% | +54.4% | -82.4% | -32.0% |
| 5Y | +91.0% | -38.5% | +129.5% | +78.8% |
| All | +36.0% | -38.7% | +74.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling