+76.9%
FICO vs BTDR
-39.7%
+116.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.7% | -0.7% |
| 7D | -0.9% | -10.4% | +9.4% | -0.8% |
| 30D | +3.3% | -42.2% | +45.5% | +4.6% |
| 3M | -31.7% | -42.8% | +11.1% | -31.0% |
| 6M | -34.0% | -60.2% | +26.2% | -32.8% |
| YTD | -58.3% | -46.3% | -12.0% | -58.4% |
| 1Y | -57.9% | -71.7% | +13.7% | -57.0% |
| 3Y | -24.1% | +54.6% | -78.7% | -28.1% |
| All | +76.9% | -39.7% | +116.7% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling