-24.1%
FICO vs BTI
+143.0%
-167.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | +3.3% | +13.0% | -9.6% | +0.4% |
| 3M | -31.7% | +5.3% | -37.1% | -32.6% |
| 6M | -34.0% | +5.3% | -39.3% | -34.6% |
| YTD | -58.3% | +12.4% | -70.7% | -59.3% |
| 1Y | -57.9% | +18.9% | -76.9% | -59.3% |
| 3Y | -24.1% | +144.0% | -168.1% | -37.3% |
| All | -24.1% | +143.0% | -167.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling