-42.7%
ETHA vs FICO
-39.1%
-3.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -16.7% | +14.1% | -0.3% |
| 7D | +0.8% | -19.2% | +20.0% | +3.7% |
| 30D | +27.9% | -14.6% | +42.5% | +30.5% |
| 3M | +38.3% | -20.1% | +58.4% | +40.7% |
| 6M | +14.0% | -36.3% | +50.3% | +20.8% |
| YTD | -17.4% | -44.9% | +27.4% | -11.7% |
| 1Y | -42.7% | -38.6% | -4.0% | -40.1% |
| All | -42.7% | -39.1% | -3.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling