-24.1%
FICO vs ET
+73.7%
-97.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | -7.9% | +6.9% | +1.6% |
| 30D | +3.3% | -5.9% | +9.3% | +5.2% |
| 3M | -31.7% | -5.2% | -26.5% | -30.7% |
| 6M | -34.0% | +0.3% | -34.2% | -34.3% |
| YTD | -58.3% | +23.1% | -81.4% | -61.9% |
| 1Y | -57.9% | +22.7% | -80.7% | -61.5% |
| 3Y | -24.1% | +75.4% | -99.4% | -32.9% |
| All | -24.1% | +73.7% | -97.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling