-36.3%
FICO vs BTG
+0.9%
-37.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.6% |
| 7D | -19.2% | -0.9% | -18.3% | -19.2% |
| 30D | -14.6% | +36.8% | -51.4% | -14.4% |
| 3M | -20.1% | +23.1% | -43.2% | -19.4% |
| 6M | -36.3% | +3.5% | -39.8% | -36.2% |
| All | -36.3% | +0.9% | -37.2% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling