+602.8%
FICO vs ETR
+295.2%
+307.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -15.4% | +1.4% | -16.8% | -15.9% |
| 30D | -10.4% | +1.9% | -12.2% | -11.2% |
| 3M | -22.7% | +1.0% | -23.7% | -23.4% |
| 6M | -36.8% | +4.8% | -41.6% | -38.9% |
| YTD | -44.8% | +19.5% | -64.3% | -50.1% |
| 1Y | -39.3% | +28.1% | -67.4% | -47.1% |
| 3Y | +3.7% | +151.1% | -147.4% | -37.8% |
| 5Y | +101.7% | +125.2% | -23.4% | +25.7% |
| 10Y | +602.8% | +291.1% | +311.6% | +273.9% |
| All | +602.8% | +295.2% | +307.6% | +273.9% |
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