+226.5%
FICO vs ESTC
+25.9%
+200.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.5% |
| 30D | +0.1% | -4.2% | +4.3% | +0.7% |
| 3M | -35.2% | +2.5% | -37.6% | -36.7% |
| 6M | -32.4% | +81.5% | -113.8% | -44.9% |
| YTD | -57.4% | +16.8% | -74.2% | -60.8% |
| 1Y | -58.5% | -3.5% | -55.1% | -60.0% |
| 3Y | -28.9% | +17.7% | -46.6% | -41.6% |
| 5Y | +91.7% | -51.7% | +143.5% | +93.6% |
| All | +226.5% | +25.9% | +200.6% | +80.2% |
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