+4.4%
FICO vs ECL
+57.4%
-53.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | -2.6% | -16.6% | -18.3% |
| 30D | -14.6% | -2.2% | -12.4% | -13.8% |
| 3M | -20.1% | +10.1% | -30.2% | -22.9% |
| 6M | -36.3% | -5.7% | -30.6% | -34.6% |
| YTD | -44.9% | +7.0% | -51.8% | -46.6% |
| 1Y | -38.6% | +2.7% | -41.3% | -39.5% |
| All | +4.4% | +57.4% | -53.0% | -8.5% |
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