+561.5%
ETN vs FICO
+544.0%
+17.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.5% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -16.4% | +8.4% | -24.8% | -18.5% |
| 3M | -19.9% | -30.5% | +10.6% | -15.4% |
| 6M | -10.3% | -35.7% | +25.4% | -5.9% |
| YTD | +13.8% | -57.2% | +70.9% | +32.3% |
| 1Y | -3.1% | -58.4% | +55.3% | +13.7% |
| 3Y | +70.1% | -24.8% | +94.9% | +52.9% |
| 5Y | +122.3% | +79.3% | +43.0% | +35.8% |
| 10Y | +561.5% | +531.6% | +29.8% | +137.7% |
| All | +561.5% | +544.0% | +17.5% | +137.7% |
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