+101.7%
FICO vs FTV
+2.3%
+99.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.1% |
| 7D | -19.2% | -4.5% | -14.7% | -16.8% |
| 30D | -14.6% | -7.1% | -7.5% | -10.6% |
| 3M | -20.1% | -7.2% | -12.9% | -16.6% |
| 6M | -36.3% | -1.5% | -34.8% | -35.8% |
| YTD | -44.9% | +3.5% | -48.3% | -46.4% |
| 1Y | -38.6% | +20.3% | -59.0% | -46.0% |
| 3Y | +4.0% | -3.1% | +7.1% | +3.3% |
| All | +101.7% | +2.3% | +99.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling