+602.8%
FICO vs ECL
+150.6%
+452.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.8% |
| 7D | -19.2% | -2.6% | -16.6% | -17.7% |
| 30D | -14.6% | -2.2% | -12.4% | -13.4% |
| 3M | -20.1% | +10.1% | -30.2% | -25.1% |
| 6M | -36.3% | -5.7% | -30.6% | -34.1% |
| YTD | -44.9% | +7.0% | -51.8% | -47.9% |
| 1Y | -38.6% | +2.7% | -41.3% | -40.4% |
| 3Y | +4.0% | +57.7% | -53.7% | -27.4% |
| 5Y | +99.5% | +31.1% | +68.4% | +54.7% |
| All | +602.8% | +150.6% | +452.2% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling