+84.4%
FICO vs FTI
+886.2%
-801.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +0.1% | -4.7% | +4.7% | +0.5% |
| 3M | -35.2% | -13.5% | -21.6% | -34.0% |
| 6M | -32.4% | -8.7% | -23.6% | -31.7% |
| YTD | -57.4% | +49.0% | -106.4% | -60.1% |
| 1Y | -58.5% | +54.0% | -112.6% | -61.4% |
| 3Y | -28.9% | +211.6% | -240.5% | -41.0% |
| All | +84.4% | +886.2% | -801.8% | +31.8% |
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 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