+545.7%
FICO vs ELF
+357.0%
+188.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.9% | +6.3% | -5.4% | -0.2% |
| 30D | +9.4% | +8.5% | +1.0% | +8.0% |
| 3M | -30.4% | +24.4% | -54.8% | -33.0% |
| 6M | -35.1% | +94.7% | -129.8% | -42.5% |
| YTD | -56.8% | +55.9% | -112.6% | -60.7% |
| 1Y | -58.4% | +48.4% | -106.8% | -61.9% |
| 3Y | -26.7% | +24.6% | -51.3% | -38.0% |
| 5Y | +88.0% | +285.0% | -197.0% | +18.7% |
| 10Y | +545.7% | +357.2% | +188.5% | +239.9% |
| All | +545.7% | +357.0% | +188.7% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling