-58.4%
FICO vs ETR
+17.8%
-76.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | +2.6% | -1.7% | +1.5% |
| 30D | +9.4% | +8.7% | +0.8% | +11.5% |
| 3M | -30.4% | +6.4% | -36.8% | -29.1% |
| 6M | -35.1% | +0.7% | -35.8% | -34.5% |
| YTD | -56.8% | +23.0% | -79.8% | -57.0% |
| 1Y | -58.4% | +17.9% | -76.3% | -57.9% |
| All | -58.4% | +17.8% | -76.2% | -57.9% |
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 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