-24.1%
FICO vs EFV
+84.2%
-108.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -0.9% | -0.7% | -0.3% | -0.7% |
| 30D | +3.3% | +0.9% | +2.5% | +2.7% |
| 3M | -31.7% | -3.6% | -28.2% | -30.4% |
| 6M | -34.0% | +2.5% | -36.5% | -35.1% |
| YTD | -58.3% | +13.2% | -71.5% | -61.8% |
| 1Y | -57.9% | +20.3% | -78.3% | -63.1% |
| 3Y | -24.1% | +84.9% | -109.0% | -49.1% |
| All | -24.1% | +84.2% | -108.3% | -49.1% |
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