+3,299.3%
FICO vs BTG
+367.4%
+2,932.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | +0.9% | +13.0% | -12.1% | +0.2% |
| 30D | +9.4% | +1.1% | +8.3% | +9.3% |
| 3M | -30.4% | +5.3% | -35.7% | -30.7% |
| 6M | -35.1% | +1.1% | -36.2% | -35.4% |
| YTD | -56.8% | +19.2% | -76.0% | -57.6% |
| 1Y | -58.4% | +31.5% | -89.9% | -59.4% |
| 3Y | -26.7% | +94.3% | -121.0% | -30.8% |
| 5Y | +88.0% | +41.8% | +46.2% | +79.3% |
| 10Y | +545.7% | +162.9% | +382.8% | +491.1% |
| All | +3,299.3% | +367.4% | +2,932.0% | +2,942.7% |
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