-42.1%
ETHA vs FICO
-56.1%
+14.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.0% |
| 7D | -10.3% | +1.4% | -11.7% | -10.5% |
| 30D | -19.7% | -0.8% | -18.9% | -19.8% |
| 3M | +7.2% | -31.3% | +38.5% | +13.7% |
| 6M | -11.9% | -33.9% | +22.0% | -7.4% |
| YTD | -32.3% | -57.6% | +25.2% | -20.4% |
| 1Y | -41.1% | -59.7% | +18.5% | -29.9% |
| All | -42.1% | -56.1% | +14.0% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling