+395.7%
EFA vs FICO
+3,328.2%
-2,932.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +4.5% |
| 7D | +0.6% | -19.2% | +19.8% | +5.8% |
| 30D | +0.9% | -14.6% | +15.4% | +4.3% |
| 3M | +4.9% | -20.1% | +25.0% | +9.0% |
| 6M | +8.6% | -36.3% | +44.9% | +18.1% |
| YTD | +14.6% | -44.9% | +59.5% | +29.1% |
| 1Y | +22.6% | -38.6% | +61.3% | +32.4% |
| 3Y | +66.5% | +4.0% | +62.5% | +46.9% |
| 5Y | +54.5% | +99.5% | -45.0% | +7.8% |
| 10Y | +144.8% | +604.7% | -459.9% | +9.0% |
| All | +395.7% | +3,328.2% | -2,932.5% | +29.7% |
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