+499.7%
FICO vs ELF
+337.1%
+162.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.3% |
| 7D | -0.9% | +4.0% | -4.9% | -1.6% |
| 30D | +3.3% | +10.6% | -7.2% | +1.6% |
| 3M | -31.7% | +25.8% | -57.5% | -34.5% |
| 6M | -34.0% | +89.1% | -123.0% | -41.2% |
| YTD | -58.3% | +52.7% | -111.1% | -62.0% |
| 1Y | -57.9% | +51.7% | -109.7% | -61.7% |
| 3Y | -24.1% | +14.2% | -38.3% | -34.7% |
| 5Y | +85.3% | +270.7% | -185.4% | +17.9% |
| All | +499.7% | +337.1% | +162.5% | +214.2% |
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