+538.9%
FICO vs EL
+60.4%
+478.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +1.4% | +2.7% | -1.2% | +0.5% |
| 30D | -0.8% | +10.8% | -11.6% | -4.3% |
| 3M | -31.3% | +26.5% | -57.8% | -37.0% |
| 6M | -33.9% | +31.1% | -65.1% | -40.5% |
| YTD | -57.6% | +6.6% | -64.2% | -59.7% |
| 1Y | -59.7% | +21.8% | -81.5% | -63.5% |
| 3Y | -28.0% | +1.8% | -29.8% | -37.1% |
| 5Y | +91.0% | -65.6% | +156.5% | +179.0% |
| All | +538.9% | +60.4% | +478.5% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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