+84.4%
FICO vs BTI
+153.9%
-69.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +0.1% | +9.2% | -9.2% | -2.4% |
| 3M | -35.2% | +9.6% | -44.8% | -36.7% |
| 6M | -32.4% | -2.4% | -29.9% | -32.2% |
| YTD | -57.4% | +14.2% | -71.6% | -59.0% |
| 1Y | -58.5% | +20.3% | -78.8% | -60.6% |
| 3Y | -28.9% | +147.4% | -176.3% | -46.2% |
| All | +84.4% | +153.9% | -69.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling