+101.7%
FICO vs BTG
+72.3%
+29.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.6% |
| 7D | -19.2% | -0.9% | -18.3% | -19.1% |
| 30D | -14.6% | +36.8% | -51.4% | -16.8% |
| 3M | -20.1% | +23.1% | -43.2% | -21.6% |
| 6M | -36.3% | +3.5% | -39.8% | -36.7% |
| YTD | -44.9% | +25.5% | -70.4% | -46.6% |
| 1Y | -38.6% | +40.1% | -78.7% | -41.8% |
| 3Y | +4.0% | +101.1% | -97.1% | -8.3% |
| All | +101.7% | +72.3% | +29.3% | +77.4% |
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