+539.5%
FICO vs EFX
+78.9%
+460.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -2.0% | +5.9% | +5.2% |
| 30D | -1.5% | +27.9% | -29.4% | -16.1% |
| 3M | -29.8% | +3.8% | -33.6% | -31.0% |
| 6M | -33.3% | +13.0% | -46.2% | -37.5% |
| YTD | -56.9% | -12.4% | -44.5% | -53.0% |
| 1Y | -59.5% | -10.4% | -49.1% | -56.3% |
| 3Y | -26.9% | +4.4% | -31.3% | -31.5% |
| 5Y | +92.9% | -28.9% | +121.8% | +118.3% |
| 10Y | +539.5% | +81.7% | +457.8% | +311.7% |
| All | +539.5% | +78.9% | +460.6% | +311.7% |
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