-56.4%
FICO vs FTV
+37.8%
-94.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -4.5% |
| 7D | +0.4% | +6.6% | -6.2% | -3.3% |
| 30D | +1.7% | +19.1% | -17.4% | -8.6% |
| 3M | -33.0% | +13.1% | -46.1% | -38.0% |
| 6M | -33.9% | +14.0% | -47.9% | -39.5% |
| YTD | -58.5% | +24.2% | -82.7% | -63.4% |
| 1Y | -56.4% | +36.4% | -92.7% | -64.7% |
| All | -56.4% | +37.8% | -94.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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