-24.8%
FICO vs ECL
+78.6%
-103.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.8% |
| 7D | -0.1% | -0.5% | +0.5% | 0.0% |
| 30D | +8.4% | +8.8% | -0.4% | +4.1% |
| 3M | -30.5% | +7.8% | -38.4% | -33.0% |
| 6M | -35.7% | +21.3% | -57.0% | -40.8% |
| YTD | -57.2% | +17.8% | -75.0% | -60.4% |
| 1Y | -58.4% | +21.1% | -79.5% | -62.0% |
| 3Y | -24.8% | +80.1% | -104.9% | -40.1% |
| All | -24.8% | +78.6% | -103.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling