+538.9%
FICO vs ECL
+192.9%
+346.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -0.8% | +6.6% | -7.3% | -5.2% |
| 3M | -31.3% | +9.6% | -40.9% | -35.5% |
| 6M | -33.9% | +21.6% | -55.5% | -42.2% |
| YTD | -57.6% | +16.9% | -74.5% | -62.3% |
| 1Y | -59.7% | +17.9% | -77.5% | -64.4% |
| 3Y | -28.0% | +76.5% | -104.5% | -53.4% |
| 5Y | +91.0% | +36.6% | +54.3% | +44.9% |
| All | +538.9% | +192.9% | +346.0% | +173.7% |
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