-23.8%
FICO vs EL
+1.5%
-25.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.5% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +1.7% | +15.3% | -13.6% | -0.6% |
| 3M | -35.2% | +24.2% | -59.4% | -37.5% |
| 6M | -33.7% | +30.9% | -64.5% | -36.7% |
| YTD | -58.2% | +3.9% | -62.0% | -59.2% |
| 1Y | -56.6% | +19.9% | -76.4% | -58.3% |
| All | -23.8% | +1.5% | -25.3% | -29.5% |
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 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