+545.7%
FICO vs EL
+60.9%
+484.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +0.9% | +7.6% | -6.8% | -1.7% |
| 30D | +9.4% | +15.7% | -6.2% | +4.1% |
| 3M | -30.4% | +30.5% | -60.9% | -36.8% |
| 6M | -35.1% | +32.5% | -67.7% | -41.8% |
| YTD | -56.8% | +9.4% | -66.2% | -59.3% |
| 1Y | -58.4% | +28.4% | -86.8% | -63.1% |
| 3Y | -26.7% | +4.4% | -31.1% | -36.4% |
| 5Y | +88.0% | -64.5% | +152.5% | +171.7% |
| 10Y | +545.7% | +64.9% | +480.8% | +355.1% |
| All | +545.7% | +60.9% | +484.9% | +355.1% |
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