+531.6%
FICO vs EFV
+165.2%
+366.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +0.1% |
| 7D | -0.1% | +1.7% | -1.8% | -2.0% |
| 30D | +8.4% | +3.4% | +5.0% | +4.6% |
| 3M | -30.5% | -1.7% | -28.8% | -29.4% |
| 6M | -35.7% | +6.4% | -42.1% | -40.0% |
| YTD | -57.2% | +16.3% | -73.5% | -63.9% |
| 1Y | -58.4% | +22.9% | -81.3% | -66.9% |
| 3Y | -24.8% | +92.8% | -117.6% | -63.4% |
| 5Y | +79.3% | +93.5% | -14.2% | -13.8% |
| 10Y | +531.6% | +162.1% | +369.5% | +106.2% |
| All | +531.6% | +165.2% | +366.5% | +106.2% |
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