+538.9%
FICO vs FTV
+109.0%
+429.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.4% | +3.7% | -2.3% | -0.9% |
| 30D | -0.8% | +16.8% | -17.6% | -10.6% |
| 3M | -31.3% | +10.4% | -41.7% | -35.8% |
| 6M | -33.9% | +12.8% | -46.8% | -39.4% |
| YTD | -57.6% | +23.3% | -80.9% | -63.4% |
| 1Y | -59.7% | +31.0% | -90.6% | -66.6% |
| 3Y | -28.0% | +38.6% | -66.6% | -44.1% |
| 5Y | +91.0% | +17.6% | +73.4% | +62.5% |
| All | +538.9% | +109.0% | +429.9% | +240.7% |
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 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