+230.4%
FICO vs ESTC
+24.7%
+205.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -2.6% | +6.6% | +4.6% |
| 30D | -1.5% | -8.6% | +7.1% | +0.4% |
| 3M | -29.8% | +14.4% | -44.2% | -33.7% |
| 6M | -33.3% | +73.3% | -106.6% | -44.8% |
| YTD | -56.9% | +15.7% | -72.6% | -60.2% |
| 1Y | -59.5% | -7.6% | -51.9% | -60.4% |
| 3Y | -26.9% | +14.6% | -41.5% | -39.5% |
| 5Y | +92.9% | -50.0% | +143.0% | +91.8% |
| All | +230.4% | +24.7% | +205.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling