-36.4%
FICO vs BTG
+29.1%
-65.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.3% |
| 7D | -10.6% | +2.4% | -13.0% | -10.6% |
| 30D | -6.3% | +9.5% | -15.8% | -6.3% |
| 3M | -19.7% | +38.5% | -58.2% | -19.2% |
| 6M | -31.8% | +5.6% | -37.4% | -31.5% |
| YTD | -41.8% | +23.9% | -65.8% | -41.5% |
| 1Y | -36.4% | +32.1% | -68.6% | -35.5% |
| All | -36.4% | +29.1% | -65.5% | -35.5% |
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 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