-24.1%
FICO vs EL
+3.8%
-27.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +3.3% | +16.5% | -13.2% | +0.9% |
| 3M | -31.7% | +29.2% | -60.9% | -34.6% |
| 6M | -34.0% | +27.9% | -61.9% | -36.8% |
| YTD | -58.3% | +6.2% | -64.5% | -59.5% |
| 1Y | -57.9% | +27.2% | -85.1% | -59.9% |
| 3Y | -24.1% | +3.2% | -27.3% | -30.0% |
| All | -24.1% | +3.8% | -27.8% | -30.0% |
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