-24.1%
FICO vs EFX
+7.5%
-31.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.9% |
| 3M | -31.7% | +8.2% | -39.9% | -34.9% |
| 6M | -34.0% | +10.2% | -44.1% | -37.5% |
| YTD | -58.3% | -11.8% | -46.5% | -55.5% |
| 1Y | -57.9% | -6.1% | -51.8% | -56.3% |
| 3Y | -24.1% | +7.5% | -31.6% | -18.2% |
| All | -24.1% | +7.5% | -31.5% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling