-38.6%
FICO vs FTV
+21.5%
-60.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.1% |
| 7D | -19.2% | -4.6% | -14.6% | -17.2% |
| 30D | -14.6% | -7.2% | -7.4% | -11.4% |
| 3M | -20.1% | -7.3% | -12.8% | -17.5% |
| 6M | -36.3% | -1.6% | -34.7% | -35.8% |
| YTD | -44.9% | +3.3% | -48.2% | -45.2% |
| 1Y | -38.6% | +20.2% | -58.8% | -39.0% |
| All | -38.6% | +21.5% | -60.2% | -39.0% |
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