+499.7%
FICO vs EFX
+66.3%
+433.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +1.0% |
| 7D | -0.9% | +2.7% | -3.6% | -2.8% |
| 30D | +3.3% | +33.1% | -29.8% | -14.1% |
| 3M | -31.7% | +8.2% | -39.9% | -34.5% |
| 6M | -34.0% | +10.2% | -44.1% | -37.2% |
| YTD | -58.3% | -11.8% | -46.5% | -54.7% |
| 1Y | -57.9% | -6.1% | -51.8% | -55.9% |
| 3Y | -24.1% | +7.5% | -31.6% | -30.1% |
| 5Y | +85.3% | -30.7% | +116.0% | +112.7% |
| All | +499.7% | +66.3% | +433.4% | +302.6% |
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