-40.6%
ETHA vs FICO
-58.5%
+17.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -4.7% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -14.2% | +8.4% | -22.6% | -14.8% |
| 3M | +10.7% | -30.5% | +41.2% | +14.1% |
| 6M | -8.4% | -35.7% | +27.4% | -5.7% |
| YTD | -28.6% | -57.2% | +28.6% | -30.0% |
| All | -40.6% | -58.5% | +17.9% | -42.3% |
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