+602.8%
FICO vs EFV
+163.3%
+439.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | -15.4% | +1.0% | -16.4% | -16.2% |
| 30D | -10.4% | +0.2% | -10.6% | -10.5% |
| 3M | -22.7% | +9.6% | -32.3% | -29.9% |
| 6M | -36.8% | +14.0% | -50.8% | -45.3% |
| YTD | -44.8% | +18.5% | -63.3% | -54.3% |
| 1Y | -39.3% | +27.9% | -67.2% | -53.5% |
| 3Y | +3.7% | +92.4% | -88.7% | -49.2% |
| 5Y | +101.7% | +97.2% | +4.6% | -4.7% |
| 10Y | +602.8% | +163.0% | +439.7% | +124.9% |
| All | +602.8% | +163.3% | +439.4% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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