+219.4%
FICO vs ESTC
+23.0%
+196.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -0.9% | -11.5% | +10.6% | +2.4% |
| 30D | +3.3% | -7.5% | +10.9% | +4.9% |
| 3M | -31.7% | +23.1% | -54.8% | -37.0% |
| 6M | -34.0% | +75.3% | -109.2% | -45.6% |
| YTD | -58.3% | +14.1% | -72.4% | -61.4% |
| 1Y | -57.9% | -0.6% | -57.4% | -59.8% |
| 3Y | -24.1% | +20.8% | -44.9% | -38.4% |
| 5Y | +85.3% | -48.8% | +134.1% | +82.0% |
| All | +219.4% | +23.0% | +196.5% | +77.6% |
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