-38.6%
FICO vs BTSG
+152.4%
-191.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.5% | -16.6% |
| 7D | -19.2% | +2.7% | -21.9% | -19.2% |
| 30D | -14.6% | -3.6% | -11.0% | -14.5% |
| 3M | -20.1% | +5.8% | -25.9% | -21.2% |
| 6M | -36.3% | +44.7% | -81.1% | -39.3% |
| YTD | -44.9% | +62.2% | -107.0% | -47.0% |
| 1Y | -38.6% | +152.1% | -190.7% | -30.8% |
| All | -38.6% | +152.4% | -191.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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