+1,582.7%
FICO vs ET
+1,287.7%
+294.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -0.1% | -4.4% | +4.4% | +1.2% |
| 30D | +8.4% | -4.8% | +13.2% | +9.7% |
| 3M | -30.5% | -3.4% | -27.1% | -29.9% |
| 6M | -35.7% | +2.2% | -37.9% | -36.2% |
| YTD | -57.2% | +24.2% | -81.4% | -59.8% |
| 1Y | -58.4% | +24.5% | -82.9% | -61.0% |
| 3Y | -24.8% | +83.6% | -108.4% | -36.7% |
| 5Y | +79.3% | +203.4% | -124.1% | +31.2% |
| 10Y | +531.6% | +166.5% | +365.1% | +341.0% |
| All | +1,582.7% | +1,287.7% | +294.9% | +342.8% |
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 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