-36.3%
FICO vs ES
-2.8%
-33.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.1% | -16.5% |
| 7D | -19.2% | +0.3% | -19.5% | -19.2% |
| 30D | -14.6% | -2.0% | -12.6% | -14.2% |
| 3M | -20.1% | +1.7% | -21.8% | -19.5% |
| 6M | -36.3% | -3.5% | -32.8% | -34.4% |
| All | -36.3% | -2.8% | -33.5% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling