-57.9%
FICO vs ES
+1.8%
-59.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +3.3% | +7.1% | -3.7% | +2.6% |
| 3M | -31.7% | -1.9% | -29.8% | -31.6% |
| 6M | -34.0% | +4.4% | -38.3% | -33.7% |
| YTD | -58.3% | +7.3% | -65.6% | -58.0% |
| 1Y | -57.9% | +2.1% | -60.1% | -57.4% |
| All | -57.9% | +1.8% | -59.8% | -57.4% |
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 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