+603.9%
FICO vs EFX
+44.5%
+559.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.4% | -10.3% | -12.7% |
| 7D | -19.2% | -8.6% | -10.5% | -14.1% |
| 30D | -14.6% | +0.1% | -14.7% | -14.0% |
| 3M | -20.1% | +3.8% | -23.9% | -21.2% |
| 6M | -36.3% | -13.5% | -22.8% | -29.5% |
| YTD | -44.9% | -17.7% | -27.2% | -37.4% |
| 1Y | -38.6% | -25.6% | -13.1% | -27.1% |
| 3Y | +4.0% | -12.1% | +16.1% | +8.1% |
| 5Y | +99.5% | -33.8% | +133.3% | +135.8% |
| All | +603.9% | +44.5% | +559.4% | +424.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling