-57.9%
FICO vs FTI
+49.9%
-107.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -0.9% | -7.6% | +6.7% | -0.8% |
| 30D | +3.3% | -7.1% | +10.5% | +3.3% |
| 3M | -31.7% | -8.7% | -23.0% | -31.6% |
| 6M | -34.0% | -14.0% | -20.0% | -34.5% |
| YTD | -58.3% | +42.8% | -101.2% | -57.8% |
| 1Y | -57.9% | +50.4% | -108.3% | -56.8% |
| All | -57.9% | +49.9% | -107.9% | -56.8% |
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