+2,426.6%
FICO vs EFV
+258.8%
+2,167.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.6% |
| 7D | -19.2% | +1.5% | -20.7% | -20.2% |
| 30D | -14.6% | +1.7% | -16.3% | -15.8% |
| 3M | -20.1% | +8.6% | -28.7% | -26.1% |
| 6M | -36.3% | +11.7% | -48.0% | -42.9% |
| YTD | -44.9% | +19.3% | -64.1% | -53.5% |
| 1Y | -38.6% | +30.2% | -68.8% | -52.1% |
| 3Y | +4.0% | +91.6% | -87.6% | -43.1% |
| 5Y | +99.5% | +96.4% | +3.1% | +6.6% |
| 10Y | +604.7% | +166.5% | +438.2% | +193.1% |
| All | +2,426.6% | +258.8% | +2,167.7% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling