-29.1%
FICO vs EFV
+91.1%
-120.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -0.8% | +2.0% | -2.8% | -1.9% |
| 3M | -31.3% | -1.6% | -29.7% | -30.7% |
| 6M | -33.9% | +5.8% | -39.7% | -36.0% |
| YTD | -57.6% | +15.6% | -73.2% | -61.5% |
| 1Y | -59.7% | +19.0% | -78.6% | -64.2% |
| All | -29.1% | +91.1% | -120.2% | -53.1% |
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