+531.6%
FICO vs BTG
+148.3%
+383.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.3% |
| 7D | -0.1% | +19.1% | -19.1% | -1.4% |
| 30D | +8.4% | +8.2% | +0.2% | +7.6% |
| 3M | -30.5% | +13.3% | -43.8% | -31.3% |
| 6M | -35.7% | +8.1% | -43.8% | -36.4% |
| YTD | -57.2% | +27.5% | -84.7% | -58.6% |
| 1Y | -58.4% | +47.1% | -105.5% | -60.3% |
| 3Y | -24.8% | +105.8% | -130.6% | -31.9% |
| 5Y | +79.3% | +55.8% | +23.5% | +64.4% |
| 10Y | +531.6% | +161.8% | +369.9% | +477.6% |
| All | +531.6% | +148.3% | +383.4% | +477.6% |
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