-59.7%
FICO vs ES
+1.3%
-61.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.6% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -0.8% | +8.2% | -9.0% | -1.5% |
| 3M | -31.3% | +0.6% | -31.9% | -31.3% |
| 6M | -33.9% | +6.0% | -39.9% | -33.7% |
| YTD | -57.6% | +9.3% | -66.9% | -57.1% |
| 1Y | -59.7% | +1.1% | -60.8% | -59.2% |
| All | -59.7% | +1.3% | -61.0% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling