-56.4%
FICO vs ECL
+23.8%
-80.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -4.7% |
| 7D | +0.4% | +7.7% | -7.3% | -3.0% |
| 30D | +1.7% | +13.7% | -12.0% | -4.0% |
| 3M | -33.0% | +11.6% | -44.6% | -36.3% |
| 6M | -33.9% | +23.9% | -57.8% | -38.5% |
| YTD | -58.5% | +21.0% | -79.5% | -62.0% |
| 1Y | -56.4% | +23.1% | -79.5% | -60.4% |
| All | -56.4% | +23.8% | -80.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling