+101.7%
FICO vs ET
+232.1%
-130.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | +0.9% | -20.1% | -19.4% |
| 30D | -14.6% | +7.5% | -22.1% | -16.7% |
| 3M | -20.1% | +11.4% | -31.5% | -23.0% |
| 6M | -36.3% | +18.5% | -54.9% | -40.2% |
| YTD | -44.9% | +37.4% | -82.2% | -51.0% |
| 1Y | -38.6% | +30.9% | -69.6% | -44.6% |
| 3Y | +4.0% | +98.7% | -94.8% | -19.1% |
| All | +101.7% | +232.1% | -130.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling