+545.7%
FICO vs EFX
+69.3%
+476.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | +9.4% | +29.1% | -19.7% | -7.3% |
| 3M | -30.4% | +4.3% | -34.7% | -31.7% |
| 6M | -35.1% | +7.7% | -42.8% | -37.5% |
| YTD | -56.8% | -12.5% | -44.3% | -52.8% |
| 1Y | -58.4% | -8.8% | -49.6% | -55.6% |
| 3Y | -26.7% | +4.3% | -31.0% | -31.3% |
| 5Y | +88.0% | -29.4% | +117.4% | +113.6% |
| 10Y | +545.7% | +78.1% | +467.6% | +322.1% |
| All | +545.7% | +69.3% | +476.4% | +322.1% |
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