-39.3%
FICO vs EFX
-30.2%
-9.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +2.4% |
| 7D | -15.4% | -7.8% | -7.6% | -9.5% |
| 30D | -10.4% | -5.7% | -4.7% | -5.5% |
| 3M | -22.7% | +2.5% | -25.2% | -22.4% |
| 6M | -36.8% | -16.7% | -20.1% | -29.2% |
| YTD | -44.8% | -20.2% | -24.6% | -38.1% |
| 1Y | -39.3% | -31.4% | -7.9% | -39.3% |
| All | -39.3% | -30.2% | -9.1% | -39.3% |
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