+538.9%
FICO vs ET
+161.1%
+377.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.4% | +3.0% | -1.6% | +0.4% |
| 30D | -0.8% | -3.5% | +2.7% | +0.2% |
| 3M | -31.3% | -5.6% | -25.7% | -30.0% |
| 6M | -33.9% | +0.5% | -34.5% | -34.2% |
| YTD | -57.6% | +26.3% | -83.9% | -61.1% |
| 1Y | -59.7% | +25.7% | -85.3% | -63.0% |
| 3Y | -28.0% | +85.1% | -113.1% | -42.6% |
| 5Y | +91.0% | +216.4% | -125.4% | +25.7% |
| All | +538.9% | +161.1% | +377.8% | +298.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling