-38.6%
FICO vs ESI
+44.5%
-83.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.9% | -19.6% | -16.5% |
| 7D | -19.2% | +3.3% | -22.5% | -19.0% |
| 30D | -14.6% | -5.9% | -8.7% | -14.7% |
| 3M | -20.1% | -14.1% | -6.0% | -20.1% |
| 6M | -36.3% | +6.6% | -42.9% | -39.3% |
| YTD | -44.9% | +45.0% | -89.9% | -53.4% |
| 1Y | -38.6% | +41.5% | -80.1% | -48.1% |
| All | -38.6% | +44.5% | -83.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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