+8,445.5%
FICO vs EL
+1,750.9%
+6,694.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.1% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | +1.7% | +15.3% | -13.6% | -3.0% |
| 3M | -35.2% | +24.2% | -59.4% | -39.9% |
| 6M | -33.7% | +30.9% | -64.5% | -39.9% |
| YTD | -58.2% | +3.9% | -62.0% | -59.8% |
| 1Y | -56.6% | +19.9% | -76.4% | -60.3% |
| 3Y | -24.0% | +2.5% | -26.5% | -32.6% |
| 5Y | +86.1% | -66.7% | +152.8% | +137.4% |
| 10Y | +522.8% | +54.9% | +467.9% | +376.8% |
| All | +8,445.5% | +1,750.9% | +6,694.6% | +3,863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling