-57.9%
FICO vs BTI
+19.1%
-77.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +3.3% | +13.0% | -9.6% | -0.7% |
| 3M | -31.7% | +5.3% | -37.1% | -33.1% |
| 6M | -34.0% | +5.3% | -39.3% | -34.5% |
| YTD | -58.3% | +12.4% | -70.7% | -60.3% |
| 1Y | -57.9% | +18.9% | -76.9% | -61.8% |
| All | -57.9% | +19.1% | -77.1% | -61.8% |
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