-29.1%
FICO vs EFX
+4.1%
-33.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +1.4% | -3.6% | +5.1% | +3.9% |
| 30D | -0.8% | +25.3% | -26.1% | -15.0% |
| 3M | -31.3% | +3.8% | -35.1% | -32.7% |
| 6M | -33.9% | +12.7% | -46.7% | -38.2% |
| YTD | -57.6% | -13.1% | -44.4% | -54.2% |
| 1Y | -59.7% | -9.3% | -50.3% | -57.3% |
| All | -29.1% | +4.1% | -33.2% | -26.5% |
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