+146.3%
EFA vs FICO
+544.1%
-397.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | +4.0% | -5.0% | -1.7% |
| 30D | +1.6% | -1.5% | +3.1% | +1.5% |
| 3M | -3.2% | -29.8% | +26.6% | +1.6% |
| 6M | +2.5% | -33.3% | +35.7% | +7.1% |
| YTD | +10.7% | -56.9% | +67.6% | +26.4% |
| 1Y | +12.8% | -59.5% | +72.2% | +30.6% |
| 3Y | +66.4% | -26.9% | +93.3% | +55.6% |
| 5Y | +51.4% | +92.9% | -41.6% | +1.8% |
| 10Y | +146.3% | +539.5% | -393.2% | +11.2% |
| All | +146.3% | +544.1% | -397.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling