+602.8%
FICO vs EL
+31.9%
+570.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.0% | -19.7% | -17.7% |
| 7D | -19.2% | +0.8% | -20.0% | -19.6% |
| 30D | -14.6% | +19.8% | -34.4% | -20.0% |
| 3M | -20.1% | +25.7% | -45.8% | -26.5% |
| 6M | -36.3% | +5.4% | -41.8% | -38.3% |
| YTD | -44.9% | +0.2% | -45.1% | -46.4% |
| 1Y | -38.6% | +20.4% | -59.1% | -44.5% |
| 3Y | +4.0% | -32.1% | +36.1% | +8.5% |
| 5Y | +99.5% | -67.2% | +166.7% | +195.1% |
| All | +602.8% | +31.9% | +570.9% | +426.5% |
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