+84.4%
FICO vs FTV
+17.3%
+67.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | +3.9% | -1.7% | -0.1% |
| 30D | +0.1% | +18.7% | -18.6% | -10.2% |
| 3M | -35.2% | +10.0% | -45.2% | -39.0% |
| 6M | -32.4% | +14.6% | -46.9% | -38.2% |
| YTD | -57.4% | +23.4% | -80.8% | -63.0% |
| 1Y | -58.5% | +31.3% | -89.8% | -65.4% |
| 3Y | -28.9% | +39.8% | -68.7% | -44.6% |
| All | +84.4% | +17.3% | +67.0% | +45.4% |
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