-23.8%
FICO vs ESI
+64.8%
-88.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +1.7% |
| 7D | -0.3% | -13.1% | +12.9% | +1.1% |
| 30D | +1.7% | -18.5% | +20.2% | +3.7% |
| 3M | -35.2% | -19.6% | -15.6% | -33.9% |
| 6M | -33.7% | -29.8% | -3.9% | -31.4% |
| YTD | -58.2% | +23.9% | -82.0% | -64.4% |
| 1Y | -56.6% | +15.0% | -71.6% | -62.2% |
| All | -23.8% | +64.8% | -88.5% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling