+539.5%
FICO vs EL
+63.7%
+475.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.8% |
| 30D | -1.5% | +12.3% | -13.8% | -5.4% |
| 3M | -29.8% | +28.4% | -58.2% | -35.9% |
| 6M | -33.3% | +36.7% | -70.0% | -40.7% |
| YTD | -56.9% | +8.4% | -65.3% | -59.3% |
| 1Y | -59.5% | +25.4% | -84.9% | -63.7% |
| 3Y | -26.9% | +3.4% | -30.3% | -36.4% |
| 5Y | +92.9% | -64.8% | +157.7% | +179.3% |
| 10Y | +539.5% | +63.0% | +476.5% | +354.1% |
| All | +539.5% | +63.7% | +475.8% | +354.1% |
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