+544.6%
ETN vs FICO
+527.0%
+17.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | +2.2% | +1.4% | +3.1% |
| 30D | -13.4% | +0.1% | -13.5% | -13.9% |
| 3M | -21.9% | -35.2% | +13.3% | -16.0% |
| 6M | -12.8% | -32.4% | +19.6% | -9.9% |
| YTD | +12.1% | -57.4% | +69.5% | +30.6% |
| 1Y | +0.8% | -58.5% | +59.4% | +18.3% |
| 3Y | +64.5% | -28.9% | +93.3% | +50.7% |
| 5Y | +121.7% | +91.7% | +30.0% | +31.2% |
| All | +544.6% | +527.0% | +17.6% | +125.0% |
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