-24.1%
FICO vs ESTC
+18.0%
-42.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -0.9% | -11.5% | +10.6% | +1.3% |
| 30D | +3.3% | -7.5% | +10.9% | +4.3% |
| 3M | -31.7% | +23.1% | -54.8% | -35.3% |
| 6M | -34.0% | +75.3% | -109.2% | -42.0% |
| YTD | -58.3% | +14.1% | -72.4% | -60.8% |
| 1Y | -57.9% | -0.6% | -57.4% | -59.7% |
| 3Y | -24.1% | +20.8% | -44.9% | -29.7% |
| All | -24.1% | +18.0% | -42.1% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling