+88.0%
FICO vs ESI
+39.6%
+48.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.9% | -6.6% | +7.5% | +2.5% |
| 30D | +9.4% | -9.8% | +19.3% | +11.7% |
| 3M | -30.4% | -11.9% | -18.5% | -29.0% |
| 6M | -35.1% | -25.1% | -10.0% | -31.9% |
| YTD | -56.8% | +31.9% | -88.7% | -65.1% |
| 1Y | -58.4% | +19.2% | -77.6% | -64.9% |
| 3Y | -26.7% | +76.2% | -102.9% | -51.6% |
| 5Y | +88.0% | +39.4% | +48.6% | +31.5% |
| All | +88.0% | +39.6% | +48.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling