+101.7%
FICO vs ELF
+259.0%
-157.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.1% | -18.8% | -17.0% |
| 7D | -19.2% | +5.4% | -24.5% | -19.8% |
| 30D | -14.6% | +27.0% | -41.6% | -17.5% |
| 3M | -20.1% | +113.2% | -133.3% | -28.4% |
| 6M | -36.3% | +36.6% | -72.9% | -39.6% |
| YTD | -44.9% | +44.2% | -89.1% | -48.4% |
| 1Y | -38.6% | -18.0% | -20.6% | -38.8% |
| 3Y | +4.0% | -19.9% | +23.9% | -3.9% |
| All | +101.7% | +259.0% | -157.3% | +3.0% |
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