-38.6%
FICO vs ET
+31.4%
-70.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.6% |
| 7D | -19.2% | +0.9% | -20.1% | -19.0% |
| 30D | -14.6% | +7.5% | -22.1% | -13.1% |
| 3M | -20.1% | +11.4% | -31.5% | -18.3% |
| 6M | -36.3% | +18.5% | -54.9% | -33.3% |
| YTD | -44.9% | +37.4% | -82.2% | -41.0% |
| 1Y | -38.6% | +30.9% | -69.6% | -35.6% |
| All | -38.6% | +31.4% | -70.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling