-28.0%
FICO vs FTV
+39.1%
-67.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +4.0% | -0.7% | +4.6% | +4.2% |
| 30D | -1.5% | +18.3% | -19.8% | -10.4% |
| 3M | -29.8% | +10.2% | -40.0% | -33.6% |
| 6M | -33.3% | +12.8% | -46.1% | -37.9% |
| YTD | -56.9% | +23.4% | -80.3% | -61.8% |
| 1Y | -59.5% | +31.4% | -90.9% | -65.2% |
| All | -28.0% | +39.1% | -67.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling