+76.9%
FICO vs ELF
+266.1%
-189.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.2% |
| 7D | -0.9% | +4.0% | -4.9% | -1.5% |
| 30D | +3.3% | +10.6% | -7.2% | +1.9% |
| 3M | -31.7% | +25.8% | -57.5% | -34.0% |
| 6M | -34.0% | +89.1% | -123.0% | -40.0% |
| YTD | -58.3% | +52.7% | -111.1% | -61.4% |
| 1Y | -57.9% | +51.7% | -109.7% | -61.1% |
| 3Y | -24.1% | +14.2% | -38.3% | -35.5% |
| All | +76.9% | +266.1% | -189.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling