-36.4%
FICO vs ET
+35.5%
-71.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.6% | +5.6% |
| 7D | -10.6% | +0.6% | -11.2% | -10.4% |
| 30D | -6.3% | +5.3% | -11.6% | -5.1% |
| 3M | -19.7% | +15.6% | -35.4% | -16.9% |
| 6M | -31.8% | +20.6% | -52.4% | -28.4% |
| YTD | -41.8% | +38.5% | -80.4% | -37.8% |
| 1Y | -36.4% | +35.7% | -72.2% | -33.0% |
| All | -36.4% | +35.5% | -71.9% | -33.0% |
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