+499.7%
FICO vs FTV
+109.5%
+390.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.9% | +0.2% | -1.2% | -1.3% |
| 30D | +3.3% | +15.7% | -12.3% | -6.4% |
| 3M | -31.7% | +7.5% | -39.2% | -35.1% |
| 6M | -34.0% | +8.5% | -42.4% | -37.8% |
| YTD | -58.3% | +18.8% | -77.1% | -63.2% |
| 1Y | -57.9% | +28.5% | -86.5% | -64.7% |
| 3Y | -24.1% | +34.0% | -58.1% | -39.7% |
| 5Y | +85.3% | +12.6% | +72.7% | +62.3% |
| All | +499.7% | +109.5% | +390.1% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling