-56.4%
FICO vs BTSG
+111.7%
-168.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +0.4% | +17.4% | -17.0% | -1.9% |
| 30D | +1.7% | +12.6% | -10.9% | -0.2% |
| 3M | -33.0% | +11.2% | -44.2% | -34.4% |
| 6M | -33.9% | +30.4% | -64.2% | -38.7% |
| YTD | -58.5% | +86.4% | -144.9% | -65.1% |
| 1Y | -56.4% | +117.9% | -174.3% | -65.8% |
| All | -56.4% | +111.7% | -168.1% | -65.8% |
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