+719.9%
FICO vs FTV
+90.8%
+629.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.1% |
| 7D | -19.2% | -4.5% | -14.7% | -16.7% |
| 30D | -14.6% | -7.1% | -7.5% | -10.5% |
| 3M | -20.1% | -7.2% | -12.9% | -16.4% |
| 6M | -36.3% | -1.5% | -34.8% | -35.8% |
| YTD | -44.9% | +3.5% | -48.3% | -46.5% |
| 1Y | -38.6% | +20.3% | -59.0% | -46.2% |
| 3Y | +4.0% | -3.1% | +7.1% | +2.7% |
| 5Y | +99.5% | +2.3% | +97.2% | +86.6% |
| 10Y | +604.7% | +76.3% | +528.4% | +372.6% |
| All | +719.9% | +90.8% | +629.1% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling