+84.4%
FICO vs EFX
-30.1%
+114.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +2.2% | -0.8% | +3.0% | +2.7% |
| 30D | +0.1% | +25.1% | -25.0% | -14.6% |
| 3M | -35.2% | +1.7% | -36.8% | -35.6% |
| 6M | -32.4% | +18.4% | -50.7% | -38.9% |
| YTD | -57.4% | -12.5% | -44.9% | -53.5% |
| 1Y | -58.5% | -8.1% | -50.5% | -56.0% |
| 3Y | -28.9% | +4.8% | -33.6% | -35.6% |
| All | +84.4% | -30.1% | +114.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling