+555.7%
ETN vs FICO
+524.6%
+31.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | +10.1% | +1.4% | +8.7% | +9.8% |
| 30D | -15.9% | -0.8% | -15.1% | -16.2% |
| 3M | -21.7% | -31.3% | +9.6% | -17.1% |
| 6M | -10.1% | -33.9% | +23.9% | -6.5% |
| YTD | +14.0% | -57.6% | +71.6% | +32.9% |
| 1Y | -1.7% | -59.7% | +58.0% | +16.4% |
| 3Y | +67.9% | -28.0% | +95.9% | +53.1% |
| 5Y | +125.5% | +91.0% | +34.6% | +33.6% |
| All | +555.7% | +524.6% | +31.1% | +129.1% |
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 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