+231.3%
FICO vs ESTC
+24.6%
+206.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.9% |
| 7D | +0.9% | -3.6% | +4.4% | +1.8% |
| 30D | +9.4% | -11.2% | +20.6% | +12.4% |
| 3M | -30.4% | +14.3% | -44.7% | -34.3% |
| 6M | -35.1% | +67.0% | -102.1% | -45.8% |
| YTD | -56.8% | +15.7% | -72.4% | -60.1% |
| 1Y | -58.4% | -6.3% | -52.1% | -59.5% |
| 3Y | -26.7% | +14.5% | -41.2% | -39.3% |
| 5Y | +88.0% | -49.9% | +137.9% | +86.7% |
| All | +231.3% | +24.6% | +206.6% | +83.4% |
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