+602.8%
FICO vs ET
+163.5%
+439.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.4% | +0.4% | -15.9% | -15.6% |
| 30D | -10.4% | +6.9% | -17.2% | -12.4% |
| 3M | -22.7% | +13.1% | -35.8% | -25.9% |
| 6M | -36.8% | +18.7% | -55.5% | -40.6% |
| YTD | -44.8% | +37.4% | -82.2% | -50.7% |
| 1Y | -39.3% | +34.8% | -74.1% | -45.6% |
| 3Y | +3.7% | +96.8% | -93.1% | -18.5% |
| 5Y | +101.7% | +238.2% | -136.5% | +30.9% |
| 10Y | +602.8% | +159.4% | +443.3% | +353.6% |
| All | +602.8% | +163.5% | +439.3% | +353.6% |
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 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