+78,963.7%
FICO vs ECL
+14,294.1%
+64,669.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.3% |
| 7D | -0.3% | +1.7% | -1.9% | -1.2% |
| 30D | +1.7% | +8.9% | -7.2% | -2.4% |
| 3M | -35.2% | +7.4% | -42.6% | -37.4% |
| 6M | -33.7% | +19.3% | -53.0% | -39.0% |
| YTD | -58.2% | +17.4% | -75.6% | -61.4% |
| 1Y | -56.6% | +19.4% | -76.0% | -60.3% |
| 3Y | -24.0% | +80.5% | -104.5% | -43.3% |
| 5Y | +86.1% | +40.2% | +45.8% | +54.0% |
| 10Y | +522.8% | +207.8% | +315.0% | +272.8% |
| All | +78,963.7% | +14,294.1% | +64,669.6% | +22,910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling