-29.1%
FICO vs BTI
+146.0%
-175.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.1% |
| 30D | -0.8% | +9.7% | -10.5% | -3.0% |
| 3M | -31.3% | +11.1% | -42.4% | -32.9% |
| 6M | -33.9% | -1.2% | -32.7% | -34.2% |
| YTD | -57.6% | +12.7% | -70.2% | -58.6% |
| 1Y | -59.7% | +15.8% | -75.5% | -60.8% |
| All | -29.1% | +146.0% | -175.1% | -42.4% |
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 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