+91.0%
FICO vs ETR
+158.6%
-67.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -0.8% | +6.6% | -7.4% | -2.3% |
| 3M | -31.3% | +4.4% | -35.7% | -32.1% |
| 6M | -33.9% | -0.3% | -33.7% | -34.1% |
| YTD | -57.6% | +23.3% | -80.9% | -60.5% |
| 1Y | -59.7% | +18.9% | -78.5% | -62.0% |
| 3Y | -28.0% | +155.5% | -183.5% | -47.9% |
| 5Y | +91.0% | +159.9% | -69.0% | +34.7% |
| All | +91.0% | +158.6% | -67.6% | +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 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