+626.6%
FICO vs BTG
+143.2%
+483.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | -15.4% | +4.8% | -20.2% | -15.7% |
| 30D | -10.4% | +8.3% | -18.7% | -10.9% |
| 3M | -22.7% | +32.3% | -55.0% | -24.6% |
| 6M | -36.8% | +3.0% | -39.7% | -37.3% |
| YTD | -44.8% | +21.9% | -66.7% | -46.3% |
| 1Y | -39.3% | +28.2% | -67.5% | -41.5% |
| 3Y | +3.7% | +99.9% | -96.2% | -5.6% |
| 5Y | +101.7% | +73.6% | +28.2% | +83.9% |
| All | +626.6% | +143.2% | +483.4% | +559.4% |
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