-5.5%
ETN vs FICO
-57.1%
+51.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.2% | -6.6% | -10.3% |
| 7D | -10.1% | +0.4% | -10.5% | -10.1% |
| 30D | -18.4% | +1.7% | -20.0% | -17.9% |
| 3M | -20.4% | -33.0% | +12.6% | -24.9% |
| 6M | -16.0% | -33.9% | +17.9% | -21.5% |
| YTD | +11.8% | -58.5% | +70.3% | +3.0% |
| 1Y | -5.5% | -56.4% | +50.9% | -14.9% |
| All | -5.5% | -57.1% | +51.7% | -14.9% |
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