+76.9%
FICO vs FTI
+776.4%
-699.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | -0.9% | -7.6% | +6.7% | +0.1% |
| 30D | +3.3% | -7.1% | +10.5% | +4.2% |
| 3M | -31.7% | -8.7% | -23.0% | -31.0% |
| 6M | -34.0% | -14.0% | -20.0% | -32.8% |
| YTD | -58.3% | +42.8% | -101.2% | -60.8% |
| 1Y | -57.9% | +50.4% | -108.3% | -60.8% |
| 3Y | -24.1% | +194.1% | -218.2% | -36.8% |
| All | +76.9% | +776.4% | -699.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling