+499.7%
FICO vs ECL
+199.1%
+300.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | +3.3% | +8.1% | -4.8% | -2.1% |
| 3M | -31.7% | +6.4% | -38.1% | -34.7% |
| 6M | -34.0% | +14.8% | -48.7% | -40.0% |
| YTD | -58.3% | +15.5% | -73.8% | -62.6% |
| 1Y | -57.9% | +20.1% | -78.0% | -63.3% |
| 3Y | -24.1% | +77.8% | -101.8% | -51.1% |
| 5Y | +85.3% | +37.9% | +47.4% | +39.5% |
| All | +499.7% | +199.1% | +300.5% | +165.4% |
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 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