+665.4%
FICO vs BTI
+68.1%
+597.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.9% |
| 7D | -10.6% | -2.4% | -8.1% | -9.7% |
| 30D | -6.3% | -4.8% | -1.6% | -4.5% |
| 3M | -19.7% | -8.1% | -11.6% | -16.9% |
| 6M | -31.8% | -4.2% | -27.6% | -31.0% |
| YTD | -41.8% | -1.3% | -40.5% | -42.1% |
| 1Y | -36.4% | +2.1% | -38.5% | -37.6% |
| 3Y | +9.3% | +108.9% | -99.6% | -22.9% |
| 5Y | +113.0% | +114.5% | -1.5% | +45.3% |
| 10Y | +665.4% | +72.2% | +593.2% | +410.4% |
| All | +665.4% | +68.1% | +597.3% | +410.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling