+499.7%
FICO vs ETR
+352.3%
+147.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +3.3% | +7.5% | -4.2% | 0.0% |
| 3M | -31.7% | +4.4% | -36.2% | -33.3% |
| 6M | -34.0% | -1.5% | -32.4% | -34.2% |
| YTD | -58.3% | +21.8% | -80.1% | -62.7% |
| 1Y | -57.9% | +18.4% | -76.3% | -61.9% |
| 3Y | -24.1% | +148.5% | -172.6% | -53.9% |
| 5Y | +85.3% | +152.6% | -67.3% | +8.4% |
| All | +499.7% | +352.3% | +147.3% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling