+1,522.7%
FICO vs ESI
+224.6%
+1,298.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.9% | -19.6% | -17.5% |
| 7D | -19.2% | +3.3% | -22.5% | -20.0% |
| 30D | -14.6% | -5.9% | -8.7% | -13.5% |
| 3M | -20.1% | -14.1% | -6.0% | -18.3% |
| 6M | -36.3% | +6.6% | -42.9% | -39.8% |
| YTD | -44.9% | +45.0% | -89.9% | -52.9% |
| 1Y | -38.6% | +41.5% | -80.1% | -47.4% |
| 3Y | +4.0% | +78.8% | -74.8% | -18.7% |
| 5Y | +99.5% | +70.9% | +28.6% | +55.6% |
| 10Y | +604.7% | +317.1% | +287.6% | +315.1% |
| All | +1,522.7% | +224.6% | +1,298.1% | +935.6% |
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 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