+101.7%
FICO vs FTI
+1,129.5%
-1,027.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.6% |
| 7D | -19.2% | +5.3% | -24.5% | -19.7% |
| 30D | -14.6% | +15.3% | -29.9% | -16.3% |
| 3M | -20.1% | +15.8% | -35.9% | -21.8% |
| 6M | -36.3% | +22.6% | -58.9% | -38.4% |
| YTD | -44.9% | +79.5% | -124.4% | -49.6% |
| 1Y | -38.6% | +102.0% | -140.6% | -45.1% |
| 3Y | +4.0% | +315.8% | -311.8% | -16.9% |
| All | +101.7% | +1,129.5% | -1,027.8% | +37.9% |
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