+545.7%
FICO vs ET
+166.6%
+379.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +0.9% | -1.9% | +2.7% | +1.5% |
| 30D | +9.4% | -3.1% | +12.5% | +10.4% |
| 3M | -30.4% | -3.9% | -26.5% | -29.5% |
| 6M | -35.1% | +4.0% | -39.1% | -36.1% |
| YTD | -56.8% | +26.4% | -83.2% | -60.4% |
| 1Y | -58.4% | +24.9% | -83.3% | -61.8% |
| 3Y | -26.7% | +85.2% | -111.9% | -41.5% |
| 5Y | +88.0% | +218.3% | -130.3% | +23.5% |
| 10Y | +545.7% | +172.0% | +373.8% | +301.8% |
| All | +545.7% | +166.6% | +379.2% | +301.8% |
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