-58.8%
FICO vs ESI
+19.1%
-77.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +3.5% |
| 7D | -0.1% | -3.5% | +3.4% | -0.6% |
| 30D | +8.4% | -9.3% | +17.7% | +7.0% |
| 3M | -30.5% | -12.8% | -17.7% | -31.3% |
| 6M | -35.7% | -24.6% | -11.1% | -36.5% |
| YTD | -57.2% | +32.7% | -89.9% | -61.8% |
| All | -58.8% | +19.1% | -77.9% | -62.4% |
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