+101.7%
FICO vs ETR
+127.8%
-26.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.6% |
| 7D | -19.2% | +1.4% | -20.6% | -19.4% |
| 30D | -14.6% | +1.0% | -15.6% | -14.8% |
| 3M | -20.1% | -1.3% | -18.8% | -20.1% |
| 6M | -36.3% | +1.9% | -38.2% | -37.1% |
| YTD | -44.9% | +18.2% | -63.0% | -48.0% |
| 1Y | -38.6% | +24.7% | -63.3% | -43.1% |
| 3Y | +4.0% | +150.7% | -146.7% | -23.4% |
| All | +101.7% | +127.8% | -26.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling