+76.9%
FICO vs BTG
+47.1%
+29.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -0.9% | +17.4% | -18.3% | -2.2% |
| 30D | +3.3% | +8.0% | -4.7% | +2.6% |
| 3M | -31.7% | +32.5% | -64.2% | -33.5% |
| 6M | -34.0% | +21.6% | -55.5% | -35.4% |
| YTD | -58.3% | +21.2% | -79.6% | -59.6% |
| 1Y | -57.9% | +43.9% | -101.8% | -60.1% |
| 3Y | -24.1% | +78.6% | -102.7% | -32.2% |
| All | +76.9% | +47.1% | +29.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling