-24.8%
FICO vs EL
+1.5%
-26.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.3% |
| 7D | -0.1% | +8.0% | -8.1% | -1.3% |
| 30D | +8.4% | +15.4% | -7.0% | +6.0% |
| 3M | -30.5% | +28.5% | -59.0% | -33.4% |
| 6M | -35.7% | +32.2% | -68.0% | -38.7% |
| YTD | -57.2% | +9.2% | -66.4% | -58.6% |
| 1Y | -58.4% | +30.8% | -89.2% | -60.5% |
| 3Y | -24.8% | +3.7% | -28.5% | -31.2% |
| All | -24.8% | +1.5% | -26.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling