+76.9%
FICO vs EL
-66.1%
+143.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +3.3% | +16.5% | -13.2% | -0.4% |
| 3M | -31.7% | +29.2% | -60.9% | -36.0% |
| 6M | -34.0% | +27.9% | -61.9% | -38.2% |
| YTD | -58.3% | +6.2% | -64.5% | -59.8% |
| 1Y | -57.9% | +27.2% | -85.1% | -61.1% |
| 3Y | -24.1% | +3.2% | -27.3% | -31.6% |
| All | +76.9% | -66.1% | +143.1% | +151.1% |
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