+4.4%
FICO vs ESTC
+25.2%
-20.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.5% | -12.2% | -15.7% |
| 7D | -19.2% | -8.1% | -11.1% | -17.7% |
| 30D | -14.6% | +31.7% | -46.3% | -19.4% |
| 3M | -20.1% | +41.1% | -61.1% | -25.9% |
| 6M | -36.3% | +77.1% | -113.4% | -43.7% |
| YTD | -44.9% | +21.7% | -66.6% | -48.3% |
| 1Y | -38.6% | +8.4% | -47.0% | -41.8% |
| All | +4.4% | +25.2% | -20.7% | -4.9% |
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 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