-24.1%
FICO vs FTV
+33.2%
-57.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.9% |
| 3M | -31.7% | +7.5% | -39.2% | -34.6% |
| 6M | -34.0% | +8.5% | -42.4% | -37.3% |
| YTD | -58.3% | +18.8% | -77.1% | -62.3% |
| 1Y | -57.9% | +28.5% | -86.5% | -63.5% |
| 3Y | -24.1% | +34.0% | -58.1% | -30.3% |
| All | -24.1% | +33.2% | -57.2% | -30.3% |
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