+16,587.2%
ETN vs FICO
+78,645.2%
-62,057.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | -7.6% | -0.9% | -6.7% | -7.5% |
| 30D | -20.8% | +3.3% | -24.1% | -21.7% |
| 3M | -23.6% | -31.7% | +8.2% | -20.1% |
| 6M | -18.5% | -34.0% | +15.5% | -15.7% |
| YTD | +8.2% | -58.3% | +66.5% | +20.2% |
| 1Y | -8.7% | -57.9% | +49.2% | +1.1% |
| 3Y | +63.3% | -24.1% | +87.3% | +58.2% |
| 5Y | +115.6% | +85.3% | +30.3% | +73.0% |
| 10Y | +586.7% | +520.3% | +66.4% | +342.9% |
| All | +16,587.2% | +78,645.2% | -62,057.9% | +7,285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling