+63.3%
ETN vs FICO
-24.3%
+87.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.5% |
| 7D | -7.6% | -0.9% | -6.7% | -7.6% |
| 30D | -20.8% | +3.3% | -24.1% | -21.0% |
| 3M | -23.6% | -31.7% | +8.2% | -23.0% |
| 6M | -18.5% | -34.0% | +15.5% | -19.4% |
| YTD | +8.2% | -58.3% | +66.5% | +15.9% |
| 1Y | -8.7% | -57.9% | +49.2% | -2.5% |
| 3Y | +63.3% | -24.1% | +87.3% | +32.1% |
| All | +63.3% | -24.3% | +87.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling