+171.2%
ETN vs FICO
+99.8%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.1% | +5.4% |
| 7D | +2.0% | -19.2% | +21.2% | +4.3% |
| 30D | -7.9% | -14.6% | +6.7% | -6.6% |
| 3M | -1.6% | -20.1% | +18.5% | -0.6% |
| 6M | +16.9% | -36.3% | +53.2% | +22.4% |
| YTD | +30.1% | -44.9% | +74.9% | +40.2% |
| 1Y | +19.3% | -38.6% | +57.9% | +23.7% |
| 3Y | +82.5% | +4.0% | +78.5% | +63.1% |
| All | +171.2% | +99.8% | +71.4% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling