+78,963.7%
FICO vs ES
+1,275.7%
+77,688.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -0.3% | +5.9% | -6.2% | -2.1% |
| 30D | +1.7% | +10.2% | -8.5% | -1.5% |
| 3M | -35.2% | +0.4% | -35.6% | -35.4% |
| 6M | -33.7% | +6.9% | -40.5% | -35.3% |
| YTD | -58.2% | +10.5% | -68.7% | -59.8% |
| 1Y | -56.6% | +3.2% | -59.8% | -57.5% |
| 3Y | -24.0% | +49.0% | -73.0% | -35.8% |
| 5Y | +86.1% | +4.5% | +81.6% | +76.2% |
| 10Y | +522.8% | +92.3% | +430.5% | +379.4% |
| All | +78,963.7% | +1,275.7% | +77,688.0% | +42,618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling