+531.6%
FICO vs BTI
+114.6%
+417.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.2% |
| 7D | -0.1% | -2.9% | +2.9% | +1.0% |
| 30D | +8.4% | +8.3% | +0.1% | +4.8% |
| 3M | -30.5% | +2.9% | -33.4% | -31.4% |
| 6M | -35.7% | +6.2% | -41.9% | -37.3% |
| YTD | -57.2% | +10.9% | -68.1% | -59.3% |
| 1Y | -58.4% | +16.6% | -75.0% | -61.3% |
| 3Y | -24.8% | +142.2% | -167.1% | -50.0% |
| 5Y | +79.3% | +151.3% | -72.0% | +14.5% |
| 10Y | +531.6% | +113.9% | +417.8% | +283.3% |
| All | +531.6% | +114.6% | +417.1% | +283.3% |
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