+84.4%
FICO vs ELF
+272.3%
-187.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.1% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | +0.1% | +9.1% | -9.0% | -1.1% |
| 3M | -35.2% | +28.2% | -63.3% | -37.4% |
| 6M | -32.4% | +119.5% | -151.9% | -39.8% |
| YTD | -57.4% | +55.2% | -112.6% | -60.6% |
| 1Y | -58.5% | +58.6% | -117.1% | -61.8% |
| 3Y | -28.9% | +21.3% | -50.1% | -40.3% |
| All | +84.4% | +272.3% | -187.9% | -7.1% |
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