-40.2%
ETHA vs FICO
-55.4%
+15.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -14.0% | +4.0% | -18.0% | -14.7% |
| 30D | -17.4% | -1.5% | -15.9% | -17.4% |
| 3M | +10.6% | -29.8% | +40.4% | +16.8% |
| 6M | -11.2% | -33.3% | +22.0% | -6.7% |
| YTD | -30.1% | -56.9% | +26.8% | -18.0% |
| 1Y | -39.6% | -59.5% | +19.8% | -28.1% |
| All | -40.2% | -55.4% | +15.2% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling