+76.9%
FICO vs ECL
+37.7%
+39.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | -0.9% | -0.8% | -0.2% | -0.7% |
| 30D | +3.3% | +8.1% | -4.8% | -1.4% |
| 3M | -31.7% | +6.4% | -38.1% | -34.2% |
| 6M | -34.0% | +14.8% | -48.7% | -39.1% |
| YTD | -58.3% | +15.5% | -73.8% | -62.0% |
| 1Y | -57.9% | +20.1% | -78.0% | -62.6% |
| 3Y | -24.1% | +77.8% | -101.8% | -48.4% |
| All | +76.9% | +37.7% | +39.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling