-56.4%
FICO vs ETR
+18.4%
-74.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -6.0% | -2.6% |
| 7D | +0.4% | +3.7% | -3.3% | +1.2% |
| 30D | +1.7% | +11.0% | -9.3% | +4.0% |
| 3M | -33.0% | +3.4% | -36.4% | -32.2% |
| 6M | -33.9% | -3.3% | -30.6% | -33.2% |
| YTD | -58.5% | +23.3% | -81.8% | -59.0% |
| 1Y | -56.4% | +19.2% | -75.5% | -56.1% |
| All | -56.4% | +18.4% | -74.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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