-39.3%
FICO vs BTDR
+2.6%
-41.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.2% |
| 7D | -15.4% | +22.4% | -37.9% | -14.9% |
| 30D | -10.4% | +16.5% | -26.8% | -9.8% |
| 3M | -22.7% | -31.5% | +8.8% | -20.5% |
| 6M | -36.8% | +74.0% | -110.8% | -36.9% |
| YTD | -44.8% | +13.0% | -57.8% | -44.1% |
| 1Y | -39.3% | -0.2% | -39.1% | -35.8% |
| All | -39.3% | +2.6% | -41.9% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling