+375.9%
EFA vs FICO
+2,538.1%
-2,162.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +1.3% | +1.4% | -0.1% | +0.9% |
| 30D | +0.5% | -0.8% | +1.3% | +0.2% |
| 3M | -4.1% | -31.3% | +27.2% | +2.4% |
| 6M | +2.4% | -33.9% | +36.4% | +8.8% |
| YTD | +10.0% | -57.6% | +67.6% | +29.4% |
| 1Y | +11.4% | -59.7% | +71.1% | +32.8% |
| 3Y | +65.4% | -28.0% | +93.4% | +57.8% |
| 5Y | +49.6% | +91.0% | -41.4% | +2.1% |
| 10Y | +144.8% | +529.4% | -384.6% | +8.9% |
| All | +375.9% | +2,538.1% | -2,162.2% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling