+3.1%
FICO vs EFV
+93.8%
-90.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.6% |
| 7D | -19.2% | +1.5% | -20.7% | -19.8% |
| 30D | -14.6% | +1.7% | -16.3% | -15.3% |
| 3M | -20.1% | +8.6% | -28.7% | -23.8% |
| 6M | -36.3% | +11.7% | -48.0% | -40.4% |
| YTD | -44.9% | +19.3% | -64.1% | -50.9% |
| 1Y | -38.6% | +30.2% | -68.8% | -48.5% |
| All | +3.1% | +93.8% | -90.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling