-38.6%
FICO vs EFX
-25.2%
-13.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.4% | -10.3% | -11.9% |
| 7D | -19.2% | -8.6% | -10.5% | -13.1% |
| 30D | -14.6% | +0.1% | -14.7% | -13.7% |
| 3M | -20.1% | +3.8% | -23.9% | -20.8% |
| 6M | -36.3% | -13.5% | -22.8% | -30.5% |
| YTD | -44.9% | -17.7% | -27.2% | -39.6% |
| 1Y | -38.6% | -25.6% | -13.1% | -37.0% |
| All | -38.6% | -25.2% | -13.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling