+499.7%
FICO vs ESI
+312.6%
+187.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.1% |
| 7D | -0.9% | -8.5% | +7.6% | +1.9% |
| 30D | +3.3% | -15.7% | +19.0% | +8.8% |
| 3M | -31.7% | -18.2% | -13.5% | -28.1% |
| 6M | -34.0% | -28.8% | -5.1% | -28.9% |
| YTD | -58.3% | +26.3% | -84.6% | -65.7% |
| 1Y | -57.9% | +18.2% | -76.2% | -64.4% |
| 3Y | -24.1% | +68.1% | -92.2% | -47.3% |
| 5Y | +85.3% | +28.8% | +56.5% | +41.0% |
| All | +499.7% | +312.6% | +187.1% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling