+88.0%
FICO vs EL
-64.5%
+152.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +0.9% | +7.6% | -6.8% | -0.9% |
| 30D | +9.4% | +15.7% | -6.2% | +5.8% |
| 3M | -30.4% | +30.5% | -60.9% | -34.9% |
| 6M | -35.1% | +32.5% | -67.7% | -39.7% |
| YTD | -56.8% | +9.4% | -66.2% | -58.6% |
| 1Y | -58.4% | +28.4% | -86.8% | -61.6% |
| 3Y | -26.7% | +4.4% | -31.1% | -33.9% |
| 5Y | +88.0% | -64.5% | +152.5% | +163.5% |
| All | +88.0% | -64.5% | +152.6% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling