-38.6%
FICO vs BTG
+38.4%
-77.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.7% |
| 7D | -19.2% | -0.9% | -18.3% | -19.2% |
| 30D | -14.6% | +36.8% | -51.4% | -14.3% |
| 3M | -20.1% | +23.1% | -43.2% | -19.7% |
| 6M | -36.3% | +3.5% | -39.8% | -36.1% |
| YTD | -44.9% | +25.5% | -70.4% | -44.6% |
| 1Y | -38.6% | +40.1% | -78.7% | -38.9% |
| All | -38.6% | +38.4% | -77.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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