+3,177.9%
FICO vs BTG
+375.3%
+2,802.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | -0.9% | +17.4% | -18.3% | -1.8% |
| 30D | +3.3% | +8.0% | -4.7% | +2.8% |
| 3M | -31.7% | +32.5% | -64.2% | -32.9% |
| 6M | -34.0% | +21.6% | -55.5% | -34.9% |
| YTD | -58.3% | +21.2% | -79.6% | -59.1% |
| 1Y | -57.9% | +43.9% | -101.8% | -59.2% |
| 3Y | -24.1% | +78.6% | -102.7% | -28.0% |
| 5Y | +85.3% | +48.8% | +36.5% | +76.3% |
| 10Y | +520.3% | +136.8% | +383.5% | +470.0% |
| All | +3,177.9% | +375.3% | +2,802.6% | +2,831.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling