+78,645.2%
FICO vs EFX
+6,869.2%
+71,775.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -0.9% | +2.7% | -3.6% | -2.2% |
| 30D | +3.3% | +33.1% | -29.8% | -8.8% |
| 3M | -31.7% | +8.2% | -39.9% | -33.5% |
| 6M | -34.0% | +10.2% | -44.1% | -36.0% |
| YTD | -58.3% | -11.8% | -46.5% | -55.5% |
| 1Y | -57.9% | -6.1% | -51.8% | -56.2% |
| 3Y | -24.1% | +7.5% | -31.6% | -26.5% |
| 5Y | +85.3% | -30.7% | +116.0% | +111.1% |
| 10Y | +520.3% | +68.7% | +451.6% | +398.9% |
| All | +78,645.2% | +6,869.2% | +71,775.9% | +31,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling