+76.9%
FICO vs BTDR
+26.7%
+50.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.1% |
| 7D | -15.4% | +22.4% | -37.9% | -15.9% |
| 30D | -10.4% | +16.5% | -26.8% | -10.9% |
| 3M | -22.7% | -31.5% | +8.8% | -21.8% |
| 6M | -36.8% | +74.0% | -110.8% | -38.8% |
| YTD | -44.8% | +13.0% | -57.8% | -45.8% |
| 1Y | -39.3% | -0.2% | -39.1% | -40.6% |
| 3Y | +3.7% | +9.9% | -6.2% | -1.9% |
| 5Y | +101.7% | +28.1% | +73.6% | +85.6% |
| All | +76.9% | +26.7% | +50.2% | +62.6% |
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