-28.0%
FICO vs ETR
+155.6%
-183.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -1.5% | +7.7% | -9.2% | -2.3% |
| 3M | -29.8% | +5.7% | -35.5% | -30.2% |
| 6M | -33.3% | -0.3% | -33.0% | -33.2% |
| YTD | -56.9% | +23.4% | -80.2% | -58.9% |
| 1Y | -59.5% | +18.5% | -77.9% | -60.9% |
| All | -28.0% | +155.6% | -183.6% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling