+499.7%
FICO vs ES
+85.7%
+413.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | +3.3% | +7.1% | -3.7% | +0.7% |
| 3M | -31.7% | -1.9% | -29.8% | -31.4% |
| 6M | -34.0% | +4.4% | -38.3% | -35.2% |
| YTD | -58.3% | +7.3% | -65.6% | -59.7% |
| 1Y | -57.9% | +2.1% | -60.1% | -58.8% |
| 3Y | -24.1% | +41.8% | -65.9% | -37.1% |
| 5Y | +85.3% | +1.4% | +83.9% | +77.5% |
| All | +499.7% | +85.7% | +413.9% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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