-56.4%
FICO vs ESI
+27.8%
-84.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.9% |
| 7D | +0.4% | -6.6% | +7.0% | -0.6% |
| 30D | +1.7% | -10.9% | +12.6% | +0.2% |
| 3M | -33.0% | -13.8% | -19.2% | -33.8% |
| 6M | -33.9% | -21.5% | -12.3% | -34.7% |
| YTD | -58.5% | +34.7% | -93.2% | -63.2% |
| 1Y | -56.4% | +24.9% | -81.2% | -60.6% |
| All | -56.4% | +27.8% | -84.2% | -60.6% |
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