-41.1%
FICO vs BTSG
+459.6%
-500.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +3.3% | +5.3% | -1.9% | +2.3% |
| 3M | -31.7% | +10.8% | -42.5% | -33.1% |
| 6M | -34.0% | +27.3% | -61.3% | -37.7% |
| YTD | -58.3% | +79.3% | -137.6% | -63.3% |
| 1Y | -57.9% | +106.0% | -163.9% | -63.9% |
| All | -41.1% | +459.6% | -500.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling