-38.6%
FICO vs BTI
+5.0%
-43.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.4% |
| 7D | -19.2% | -1.4% | -17.8% | -18.8% |
| 30D | -14.6% | -6.6% | -8.0% | -13.1% |
| 3M | -20.1% | -3.0% | -17.1% | -18.2% |
| 6M | -36.3% | -6.7% | -29.6% | -34.0% |
| YTD | -44.9% | +0.6% | -45.4% | -45.5% |
| 1Y | -38.6% | +5.6% | -44.2% | -41.2% |
| All | -38.6% | +5.0% | -43.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling