-59.5%
FICO vs ELF
+48.3%
-107.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.0% | +4.3% | -0.3% | +3.5% |
| 30D | -1.5% | +7.7% | -9.3% | -2.3% |
| 3M | -29.8% | +24.7% | -54.5% | -31.5% |
| 6M | -33.3% | +114.6% | -147.9% | -38.8% |
| YTD | -56.9% | +55.8% | -112.7% | -59.0% |
| 1Y | -59.5% | +51.9% | -111.4% | -61.4% |
| All | -59.5% | +48.3% | -107.7% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling