+538.9%
FICO vs BTG
+167.5%
+371.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.7% | -1.3% |
| 7D | +1.4% | -5.9% | +7.3% | +1.8% |
| 30D | -0.8% | -5.0% | +4.2% | -0.6% |
| 3M | -31.3% | -4.5% | -26.8% | -31.2% |
| 6M | -33.9% | -7.0% | -26.9% | -34.0% |
| YTD | -57.6% | +11.4% | -68.9% | -58.5% |
| 1Y | -59.7% | +20.1% | -79.8% | -60.9% |
| 3Y | -28.0% | +81.5% | -109.5% | -34.2% |
| 5Y | +91.0% | +32.1% | +58.8% | +77.2% |
| All | +538.9% | +167.5% | +371.4% | +491.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling