-38.6%
FICO vs FTI
+108.8%
-147.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.7% |
| 7D | -19.2% | +5.3% | -24.5% | -18.8% |
| 30D | -14.6% | +15.3% | -29.9% | -13.6% |
| 3M | -20.1% | +15.8% | -35.9% | -19.1% |
| 6M | -36.3% | +22.6% | -58.9% | -34.7% |
| YTD | -44.9% | +79.5% | -124.4% | -39.7% |
| 1Y | -38.6% | +102.0% | -140.6% | -35.2% |
| All | -38.6% | +108.8% | -147.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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