+665.4%
FICO vs BTG
+147.2%
+518.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.2% |
| 7D | -10.6% | +2.4% | -13.0% | -10.7% |
| 30D | -6.3% | +9.5% | -15.8% | -7.0% |
| 3M | -19.7% | +38.5% | -58.2% | -22.0% |
| 6M | -31.8% | +5.6% | -37.4% | -32.5% |
| YTD | -41.8% | +23.9% | -65.8% | -43.5% |
| 1Y | -36.4% | +32.1% | -68.6% | -38.9% |
| 3Y | +9.3% | +103.2% | -93.9% | -0.7% |
| 5Y | +113.0% | +79.7% | +33.3% | +93.7% |
| 10Y | +665.4% | +159.1% | +506.3% | +593.8% |
| All | +665.4% | +147.2% | +518.2% | +593.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling