-59.5%
FICO vs BTSG
+116.3%
-175.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | +4.0% | -0.1% | +3.4% |
| 30D | -1.5% | +15.3% | -16.8% | -3.6% |
| 3M | -29.8% | +25.4% | -55.2% | -32.0% |
| 6M | -33.3% | +31.9% | -65.1% | -37.9% |
| YTD | -56.9% | +93.9% | -150.8% | -63.6% |
| 1Y | -59.5% | +114.2% | -173.6% | -67.3% |
| All | -59.5% | +116.3% | -175.8% | -67.3% |
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