+1,538.0%
FICO vs ET
+1,275.4%
+262.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | -7.9% | +6.9% | +1.2% |
| 30D | +3.3% | -5.9% | +9.3% | +4.9% |
| 3M | -31.7% | -5.2% | -26.5% | -30.8% |
| 6M | -34.0% | +0.3% | -34.2% | -34.2% |
| YTD | -58.3% | +23.1% | -81.4% | -60.8% |
| 1Y | -57.9% | +22.7% | -80.7% | -60.4% |
| 3Y | -24.1% | +75.4% | -99.4% | -35.3% |
| 5Y | +85.3% | +202.6% | -117.3% | +35.7% |
| 10Y | +520.3% | +213.0% | +307.3% | +316.4% |
| All | +1,538.0% | +1,275.4% | +262.6% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling