+514.9%
FICO vs EFV
+158.2%
+356.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.9% |
| 7D | -0.9% | -0.7% | -0.3% | -0.6% |
| 30D | +3.3% | +0.9% | +2.5% | +2.1% |
| 3M | -31.7% | -3.6% | -28.2% | -29.4% |
| 6M | -34.0% | +2.5% | -36.5% | -36.2% |
| YTD | -58.3% | +13.2% | -71.5% | -64.0% |
| 1Y | -57.9% | +20.3% | -78.3% | -65.8% |
| 3Y | -24.1% | +84.9% | -109.0% | -61.4% |
| 5Y | +85.3% | +87.7% | -2.4% | -8.2% |
| All | +514.9% | +158.2% | +356.7% | +106.0% |
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