+1,131.3%
FICO vs ESI
+177.3%
+954.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +3.0% |
| 7D | -0.3% | -13.1% | +12.9% | +3.4% |
| 30D | +1.7% | -18.5% | +20.2% | +6.8% |
| 3M | -35.2% | -19.6% | -15.6% | -32.3% |
| 6M | -33.7% | -29.8% | -3.9% | -29.5% |
| YTD | -58.2% | +23.9% | -82.0% | -63.2% |
| 1Y | -56.6% | +15.0% | -71.6% | -61.0% |
| 3Y | -24.0% | +64.3% | -88.3% | -40.0% |
| 5Y | +86.1% | +26.3% | +59.7% | +56.1% |
| 10Y | +522.8% | +321.7% | +201.1% | +270.8% |
| All | +1,131.3% | +177.3% | +954.0% | +710.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling