+3.1%
FICO vs BTDR
+0.5%
+2.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.9% | -20.6% | -16.8% |
| 7D | -19.2% | +20.0% | -39.1% | -19.6% |
| 30D | -14.6% | +11.9% | -26.5% | -15.0% |
| 3M | -20.1% | -36.9% | +16.8% | -18.8% |
| 6M | -36.3% | +56.5% | -92.8% | -38.3% |
| YTD | -44.9% | +10.4% | -55.3% | -45.9% |
| 1Y | -38.6% | +3.1% | -41.7% | -40.2% |
| All | +3.1% | +0.5% | +2.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling